Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of K+S AG AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model 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

ParameterValuet-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