V-Lab
V-Lab

K+S AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:34.88% (-0.16%)

Analysis last updated: Wednesday, March 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of K+S AG S0GARCH
paramt-stat
ω1.22387.82
α0.09017.46
β0.837246.20
γ10.01390.18
γ20.04370.35
γ3-0.1645-1.97
γ40.19793.00
γ5-0.0648-1.12
γ6-0.1306-1.69
γ70.19222.03
γ8-0.1434-2.14
γ90.10022.13
γ10-0.0676-2.09
Estimation Period:
Jan 2, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts