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

V-Lab

K+S AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 23rd, 2025:28.35% (-0.34%)

Analysis last updated: Friday, May 23, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0882	17.82
$α$	0.0418	15.12
$β$	0.9297	398.50
$γ$	0.0256	5.75

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts