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, January 7th, 2025:36.61% (+9.54%)

Analysis last updated: Tuesday, January 7, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0729	23.29
$β$	0.7604	71.59
$γ$	0.0296	4.98
$λ_{1}$	0.4716	0.56
$λ_{2}$	0.3151	0.54
$λ_{3}$	0.5894	0.78

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts