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

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:44.45% (-0.45%)

Analysis last updated: Wednesday, June 25, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8430	5.57
$α$	0.0726	7.86
$β$	0.8918	63.86
$γ_{1}$	-0.0469	-1.02
$γ_{2}$	0.1497	2.10
$γ_{3}$	-0.2261	-4.25
$γ_{4}$	0.2108	4.22
$γ_{5}$	-0.1141	-2.36
$γ_{6}$	0.0015	0.03
$γ_{7}$	0.0901	1.95
$γ_{8}$	-0.1183	-1.97
$γ_{9}$	0.0626	1.33

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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