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

Skip to main content

V-Lab

K+S AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:29.82% (-0.84%)

Analysis last updated: Sunday, November 30, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0601	18.43
$β$	0.7917	92.83
$γ$	0.0288	6.07
$λ_{1}$	1.1399	0.70
$λ_{2}$	0.7665	0.83
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts