V-Lab: K+S AG AGARCH Volatility Analysis

V-Lab

K+S AG AGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:26.58% (-0.56%)

Analysis last updated: Saturday, June 21, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0764	16.08
$α$	0.0569	30.04
$β$	0.9262	447.45
$γ$	0.5621	9.25

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts