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

V-Lab

K+S AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:29.58% (+3.17%)

Analysis last updated: Wednesday, June 25, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0885	17.83
$α$	0.0418	15.17
$β$	0.9294	398.55
$γ$	0.0261	5.84

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts