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V-Lab

ThyssenKrupp AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:75.62% (-0.45%)
Analysis last updated: Saturday, March 7, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG SGARCH
paramt-stat
ω0.79965.54
α0.07187.89
β0.889761.81
γ1-0.0505-1.21
γ20.15282.40
γ3-0.2274-4.86
γ40.22054.94
γ5-0.1324-2.95
γ60.01570.36
γ70.09882.39
γ8-0.1689-2.97
γ90.21252.48
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts