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, November 7th, 2025:29.30% (+0.33%)

Analysis last updated: Friday, November 7, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4666	4.78
$α$	0.0694	6.75
$β$	0.8898	63.84
$γ_{1}$	0.0661	3.10
$γ_{2}$	-0.1170	-3.06
$γ_{3}$	0.1099	3.29
$γ_{4}$	-0.0995	-2.88
$γ_{5}$	0.0582	1.40
$γ_{6}$	-0.0253	-0.74
$γ_{7}$	0.0092	0.55

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts