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

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:34.36% (+4.14%)

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
$m$	116
$α$	0.0622	18.91
$β$	0.7881	91.76
$γ$	0.0297	6.03
$λ_{1}$	1.1453	0.73
$λ_{2}$	0.7678	0.87
$λ_{3}$	0.0000	0.00

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

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Volatility Forecasts

Volatility Forecasts