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 Monday, November 25th, 2024:29.49% (-1.88%)

Analysis last updated: Saturday, November 23, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6196	4.79
$α$	0.0749	26.49
$β$	0.9823	262.85
$ν$	4	10.36

Estimation Period:
Jan 2, 1990 to Nov 22, 2024