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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2378	7.00***
α ARCH Response to squared shocks	0.0865	7.36***
β GARCH Volatility persistence	0.8476	50.88***

γ₁	0.0278	0.47
γ₂	0.0024	0.02
γ₃	-0.1174	-1.75*
γ₄	0.2111	3.61***
γ₅	-0.2031	-3.92***
γ₆	0.1102	2.13**
γ₇	-0.0661	-0.85
γ₈	0.1019	1.30
γ₉	-0.1461	-2.45**
γ₁₀	0.1145	2.79***

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K+S AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other K+S AG Analyses