V-Lab: K+S AG GAS-GARCH Student T Volatility Analysis

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V-Lab

K+S AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:32.01% (+0.94%)

Analysis last updated: Sunday, May 19, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6742	4.85
$α$	0.0766	26.55
$β$	0.9819	261.71
$ν$	4	10.31

Estimation Period:
Jan 2, 1990 to May 17, 2024