V-Lab: K+S AG GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

K+S AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.96% (-2.57%)

Analysis last updated: Tuesday, November 12, 2024 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6432	4.79
$α$	0.0752	26.51
$β$	0.9823	263.21
$ν$	4	10.36

Estimation Period:
Jan 2, 1990 to Nov 8, 2024