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

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K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:29.17% (+0.55%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0606	18.49
$β$	0.7909	92.56
$γ$	0.0287	6.02
$λ_{1}$	1.1402	0.70
$λ_{2}$	0.7665	0.84
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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