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

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:64.35% (-2.24%)

Analysis last updated: Saturday, May 31, 2025 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8379	5.46
$α$	0.0726	7.85
$β$	0.8927	64.34
$γ_{1}$	-0.0495	-1.06
$γ_{2}$	0.1537	2.13
$γ_{3}$	-0.2281	-4.21
$γ_{4}$	0.2112	4.16
$γ_{5}$	-0.1130	-2.31
$γ_{6}$	0.0005	0.01
$γ_{7}$	0.0892	1.89
$γ_{8}$	-0.1147	-1.87
$γ_{9}$	0.0585	1.24

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts