V-Lab
K+S AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:38.84% (-1.18%)
Analysis last updated: Tuesday, November 12, 2024 at 08:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0904 | 17.80 | |
| 0.0433 | 15.24 | |
| 0.9278 | 387.57 | |
| 0.0260 | 5.72 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024