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 Monday, September 1st, 2025:31.82% (-0.11%)

Analysis last updated: Saturday, August 30, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4586	4.83
$α$	0.0706	6.73
$β$	0.8858	62.01
$γ_{1}$	0.0681	3.21
$γ_{2}$	-0.1207	-3.17
$γ_{3}$	0.1128	3.40
$γ_{4}$	-0.1012	-2.98
$γ_{5}$	0.0579	1.43
$γ_{6}$	-0.0221	-0.67
$γ_{7}$	0.0049	0.30

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts