V-Lab: ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:38.92% (-0.74%)

Analysis last updated: Sunday, May 11, 2025 at 03:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8407	5.54
$α$	0.0746	7.94
$β$	0.8889	62.78
$γ_{1}$	-0.0496	-1.07
$γ_{2}$	0.1542	2.16
$γ_{3}$	-0.2288	-4.27
$γ_{4}$	0.2114	4.21
$γ_{5}$	-0.1125	-2.32
$γ_{6}$	-0.0008	-0.02
$γ_{7}$	0.0915	1.95
$γ_{8}$	-0.1191	-1.96
$γ_{9}$	0.0638	1.36

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts