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

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:37.95% (+8.71%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0622	18.91
$β$	0.7891	92.33
$γ$	0.0293	6.00
$λ_{1}$	1.1447	0.73
$λ_{2}$	0.7670	0.88
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts