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

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ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:46.40% (+2.56%)

Analysis last updated: Friday, October 17, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8366	5.67
$α$	0.0718	7.81
$β$	0.8911	62.77
$γ_{1}$	-0.0424	-0.96
$γ_{2}$	0.1403	2.07
$γ_{3}$	-0.2173	-4.31
$γ_{4}$	0.2061	4.33
$γ_{5}$	-0.1147	-2.45
$γ_{6}$	0.0042	0.10
$γ_{7}$	0.0909	2.14
$γ_{8}$	-0.1254	-2.29
$γ_{9}$	0.0708	1.58

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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