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

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V-Lab

K+S AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:33.80% (-2.28%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6214	4.82
$α$	0.0742	26.50
$β$	0.9823	264.05
$ν$	4	10.40

Estimation Period:
Jan 2, 1990 to Feb 28, 2025