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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.0685	19.56***
β GARCH Volatility persistence	0.7854	96.56***
γ leverage Additional response to negative shocks	0.0233	4.74***
λ₁ tau intercept Baseline long-term coefficient	1.1898	0.73
λ₂ forecast adj. Forecast performance sensitivity	0.7600	0.84
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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K+S AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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