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

V-Lab

| |

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:30.43% (-1.22%)

Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0713	23.30
$β$	0.7627	70.45
$γ$	0.0298	5.02
$λ_{1}$	0.4958	0.48
$λ_{2}$	0.3290	0.46
$λ_{3}$	0.5714	0.61

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts