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K+S AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

40.48%

increased by 5.64%

1 Week

40.37%

increased by 5.53%

1 Month

39.99%

increased by 5.15%

Analysis last updated: Saturday, August 22, 2026 at 08:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of K+S AG GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days. Returns follow a Student-t distribution with v = 4.14 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.5697
4.90***
α

ARCH

Response to squared shocks

0.0732
26.60***
β

GARCH

Volatility persistence

0.9814
256.18***
ν

DF

Student-t tail thickness

4.1393
10.65***

Persistence:

0.981

Half-life:

37 days