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

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:57.10% (-1.83%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8434	5.59
$α$	0.0729	7.88
$β$	0.8913	63.64
$γ_{1}$	-0.0457	-1.00
$γ_{2}$	0.1476	2.09
$γ_{3}$	-0.2244	-4.26
$γ_{4}$	0.2098	4.23
$γ_{5}$	-0.1136	-2.35
$γ_{6}$	0.0013	0.03
$γ_{7}$	0.0908	1.99
$γ_{8}$	-0.1195	-2.02
$γ_{9}$	0.0633	1.36

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts