V-Lab: ThyssenKrupp AG Spline-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:46.29% (+0.14%)

Analysis last updated: Friday, June 20, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8106	5.30
$α$	0.0729	7.85
$β$	0.8918	64.30
$γ_{1}$	-0.0628	-1.37
$γ_{2}$	0.1767	2.50
$γ_{3}$	-0.2473	-4.66
$γ_{4}$	0.2292	4.57
$γ_{5}$	-0.1266	-2.60
$γ_{6}$	0.0055	0.12
$γ_{7}$	0.0940	1.85
$γ_{8}$	-0.1294	-1.76
$γ_{9}$	0.0921	0.83

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts