V-Lab
K+S AG AGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
26.44%
decreased by 0.30%
1 Week
26.97%
increased by 0.23%
1 Month
28.73%
increased by 1.99%
Analysis last updated: Saturday, August 8, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
The news-impact curve is shifted (γ = 0.45) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1013 | 17.88*** |
α ARCH Response to squared shocks | 0.0622 | 29.91*** |
β GARCH Volatility persistence | 0.9173 | 387.35*** |
γ leverage Additional response to negative shocks | 0.4500 | 7.78*** |
Persistence:
0.979
Half-life:
33 days
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