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

V-Lab

K+S AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:27.30% (-0.56%)

Analysis last updated: Monday, July 7, 2025 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0881	17.82
$α$	0.0417	15.16
$β$	0.9296	399.32
$γ$	0.0259	5.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts