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

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:29.85% (+0.34%)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0626	18.97
$β$	0.7866	91.05
$γ$	0.0296	5.98
$λ_{1}$	1.1449	0.73
$λ_{2}$	0.7687	0.88
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts