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

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:30.93% (-0.71%)

Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0625	18.94
$β$	0.7876	91.61
$γ$	0.0296	6.00
$λ_{1}$	1.1455	0.73
$λ_{2}$	0.7679	0.88
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts