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 Wednesday, November 20th, 2024:33.38% (-1.87%)

Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0724	23.27
$β$	0.7631	72.91
$γ$	0.0298	5.04
$λ_{1}$	0.4768	0.56
$λ_{2}$	0.3151	0.53
$λ_{3}$	0.5892	0.77

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts