V-Lab: K+S AG GJR-GARCH Volatility Analysis

V-Lab

K+S AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:32.66% (-0.64%)

Analysis last updated: Tuesday, April 29, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0879	17.80
$α$	0.0419	15.12
$β$	0.9299	398.59
$γ$	0.0252	5.66

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts