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, April 29th, 2024:25.85% (+0.66%)

Analysis last updated: Saturday, April 27, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6715	4.86
$α$	0.0768	26.61
$β$	0.9819	261.56
$ν$	4	10.34

Estimation Period:
Jan 2, 1990 to Apr 26, 2024