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

V-Lab

K+S AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:26.49% (-0.75%)

Analysis last updated: Sunday, May 11, 2025 at 03:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5985	4.79
$α$	0.0729	26.46
$β$	0.9825	265.89
$ν$	4.2075	10.53

Estimation Period:
Jan 2, 1990 to May 9, 2025