V-Lab: K+S AG MF2-GARCH Volatility Analysis

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K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:33.12% (+4.99%)

Analysis last updated: Thursday, November 13, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0606	18.50
$β$	0.7910	92.60
$γ$	0.0286	6.01
$λ_{1}$	1.1391	0.70
$λ_{2}$	0.7665	0.84
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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