K+S AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:24.42% (-0.41%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0911 | 17.99 | |
0.0428 | 15.35 | |
0.9284 | 395.05 | |
0.0249 | 5.58 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities