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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1369	22.39***
α ARCH Response to squared shocks	0.1577	42.13***
β GARCH Volatility persistence	0.8155	218.04***
γ leverage Additional response to negative shocks	0.0632	7.99***
δ power Transformation power	1.4489	30.37***

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K+S AG Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other K+S AG Analyses