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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.0680	19.45***
β GARCH Volatility persistence	0.7857	96.22***
γ leverage Additional response to negative shocks	0.0235	4.79***
λ₁ tau intercept Baseline long-term coefficient	1.1876	0.73
λ₂ forecast adj. Forecast performance sensitivity	0.7608	0.84
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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K+S AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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