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V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:70.63% (+2.16%)
Analysis last updated: Saturday, March 14, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84505.70
α0.07197.87
β0.892063.66
γ1-0.0346-0.79
γ20.12721.90
γ3-0.2095-4.26
γ40.20644.42
γ5-0.1246-2.67
γ60.02100.46
γ70.07341.78
γ8-0.1115-2.16
γ90.06151.36
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts