V-Lab
V-Lab
K+S AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:42.44% (-1.18%)
Analysis last updated: Saturday, August 9, 2025 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of K+S AG GJR-GARCH
paramt-stat
ω0.088017.97
α0.040514.97
β0.9305406.35
γ0.02666.02
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts