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

V-Lab

K+S AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:37.65% (-1.02%)

Analysis last updated: Tuesday, April 8, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0882	17.79
$α$	0.0423	15.16
$β$	0.9296	396.26
$γ$	0.0248	5.55

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts