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

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V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:38.67% (-3.21%)

Analysis last updated: Tuesday, November 12, 2024 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0729	23.33
$β$	0.7617	72.31
$γ$	0.0296	4.98
$λ_{1}$	0.4767	0.56
$λ_{2}$	0.3152	0.54
$λ_{3}$	0.5892	0.77

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts