ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
55.10%
decreased by 0.75%
1 Week
55.09%
decreased by 0.76%
1 Month
55.05%
decreased by 0.80%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8446 | 5.83 | |
| 0.0714 | 7.79 | |
| 0.8914 | 62.73 | |
| -0.0315 | -0.74 | |
| 0.1214 | 1.87 | |
| -0.2048 | -4.32 | |
| 0.2042 | 4.54 | |
| -0.1266 | -2.81 | |
| 0.0262 | 0.59 | |
| 0.0676 | 1.69 | |
| -0.1074 | -2.17 | |
| 0.0600 | 1.36 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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