V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 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 | 5.5697 | 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
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