V-Lab
K+S AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
30.88%
decreased by 0.06%
1 Week
31.14%
increased by 0.20%
1 Month
32.04%
increased by 1.10%
Analysis last updated: Sunday, July 26, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.5545 | 4.88*** |
α ARCH Response to squared shocks | 0.0728 | 26.68*** |
β GARCH Volatility persistence | 0.9816 | 257.85*** |
ν DF Student-t tail thickness | 4.1369 | 10.67*** |
Persistence:
0.982
Half-life:
37 days
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