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

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:30.38% (-0.36%)

Analysis last updated: Sunday, May 11, 2025 at 03:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0629	19.01
$β$	0.7851	90.30
$γ$	0.0294	5.92
$λ_{1}$	1.1435	0.73
$λ_{2}$	0.7701	0.89
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts