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

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:47.26% (-1.70%)

Analysis last updated: Saturday, August 30, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8453	5.65
$α$	0.0721	7.85
$β$	0.8919	63.64
$γ_{1}$	-0.0429	-0.95
$γ_{2}$	0.1421	2.05
$γ_{3}$	-0.2195	-4.24
$γ_{4}$	0.2065	4.23
$γ_{5}$	-0.1124	-2.35
$γ_{6}$	0.0006	0.01
$γ_{7}$	0.0931	2.12
$γ_{8}$	-0.1244	-2.18
$γ_{9}$	0.0681	1.48

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts