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

V-Lab

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V-Lab

K+S AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:34.08% (-1.11%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4919	4.92
$α$	0.0737	6.85
$β$	0.8823	61.20
$γ_{1}$	0.0729	3.23
$γ_{2}$	-0.1285	-3.15
$γ_{3}$	0.1177	3.39
$γ_{4}$	-0.1026	-2.98
$γ_{5}$	0.0557	1.41
$γ_{6}$	-0.0191	-0.62
$γ_{7}$	0.0033	0.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts