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

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:31.20% (+0.34%)

Analysis last updated: Saturday, August 30, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0615	18.57
$β$	0.7870	90.77
$γ$	0.0286	5.89
$λ_{1}$	1.1450	0.70
$λ_{2}$	0.7685	0.84
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts