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

V-Lab

K+S AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.02% (-0.48%)

Analysis last updated: Friday, September 26, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4667	4.82
$α$	0.0707	6.78
$β$	0.8868	62.68
$γ_{1}$	0.0675	3.17
$γ_{2}$	-0.1195	-3.13
$γ_{3}$	0.1118	3.36
$γ_{4}$	-0.1007	-2.94
$γ_{5}$	0.0582	1.42
$γ_{6}$	-0.0237	-0.71
$γ_{7}$	0.0070	0.43

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts