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V-Lab

K+S AG GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

29.79%

decreased by 0.23%

1 Week

30.12%

increased by 0.10%

1 Month

31.24%

increased by 1.22%

Analysis last updated: Sunday, July 26, 2026 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of K+S AG GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 24, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 45% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1084
18.25***
α

ARCH

Response to squared shocks

0.0493
16.40***
β

GARCH

Volatility persistence

0.9202
356.95***
γ

leverage

Additional response to negative shocks

0.0221
4.77***

Persistence:

0.981

Half-life:

35 days