Thyssenkrupp Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:91.71% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3634 | 12.83 | |
| 0.0551 | 9.11 | |
| 0.8845 | 173.83 | |
| 0.0582 | 3.83 |
Estimation Period:
Jun 19, 2017 to Feb 13, 2026
Jun 19, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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