ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
45.03%
decreased by 1.30%
1 Week
45.69%
decreased by 0.64%
1 Month
47.71%
increased by 1.38%
Analysis last updated: Tuesday, June 23, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8451 | 5.83 | |
| 0.0712 | 7.81 | |
| 0.8918 | 63.24 | |
| -0.0307 | -0.73 | |
| 0.1191 | 1.86 | |
| -0.2019 | -4.31 | |
| 0.2022 | 4.56 | |
| -0.1264 | -2.84 | |
| 0.0277 | 0.62 | |
| 0.0660 | 1.67 | |
| -0.1085 | -2.27 | |
| 0.0631 | 1.46 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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