V-Lab: K+S AG Zero Slope Spline-GARCH Volatility Analysis

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K+S AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:27.12% (-0.41%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4677	4.80
$α$	0.0700	6.77
$β$	0.8884	63.33
$γ_{1}$	0.0668	3.13
$γ_{2}$	-0.1182	-3.09
$γ_{3}$	0.1108	3.32
$γ_{4}$	-0.1000	-2.91
$γ_{5}$	0.0582	1.41
$γ_{6}$	-0.0247	-0.73
$γ_{7}$	0.0084	0.50

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts