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V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.77% (+0.49%)
Analysis last updated: Saturday, February 7, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84285.73
α0.07167.83
β0.891863.39
γ1-0.0366-0.85
γ20.12991.96
γ3-0.2101-4.29
γ40.20474.41
γ5-0.1207-2.61
γ60.01520.34
γ70.07931.93
γ8-0.1152-2.21
γ90.06311.40
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts