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Thyssenkrupp Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.68% (-2.62%)
Analysis last updated: Tuesday, February 10, 2026 at 07:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thyssenkrupp Ag S0GARCH
paramt-stat
ω0.57284.42
α0.05702.43
β0.74395.56
γ12.06082.11
γ2-3.2529-2.34
γ32.28051.57
γ4-3.0942-1.73
γ53.71002.72
γ6-2.5664-2.49
γ70.54640.50
γ81.46331.28
γ9-1.5594-1.47
γ100.24230.36
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts