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

Skip to main content

V-Lab

K+S AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:32.17% (-0.70%)

Analysis last updated: Sunday, November 30, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4624	4.76
$α$	0.0690	6.73
$β$	0.8905	64.15
$γ_{1}$	0.0652	3.08
$γ_{2}$	-0.1155	-3.04
$γ_{3}$	0.1089	3.27
$γ_{4}$	-0.0989	-2.87
$γ_{5}$	0.0583	1.39
$γ_{6}$	-0.0258	-0.74
$γ_{7}$	0.0096	0.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts