V-Lab: K+S AG EGARCH Volatility Analysis

V-Lab

K+S AG EGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:27.02% (-0.97%)

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
$ω$	0.0298	15.43
$α$	0.1132	28.76
$β$	0.9864	1,194.19
$γ$	-0.0309	-8.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts