ThyssenKrupp AG Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
61.08%
decreased by 0.84%
1 Week
63.52%
increased by 1.60%
1 Month
70.56%
increased by 8.64%
Analysis last updated: Saturday, June 6, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7952 | 5.62 | |
| 0.0720 | 7.87 | |
| 0.8881 | 60.34 | |
| -0.0471 | -1.17 | |
| 0.1460 | 2.38 | |
| -0.2215 | -4.95 | |
| 0.2183 | 5.11 | |
| -0.1361 | -3.15 | |
| 0.0246 | 0.57 | |
| 0.0887 | 2.27 | |
| -0.1620 | -3.14 | |
| 0.2071 | 2.69 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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