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 Tuesday, April 15th, 2025:44.44% (-1.94%)

Analysis last updated: Wednesday, April 16, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4854	4.92
$α$	0.0723	6.79
$β$	0.8844	61.80
$γ_{1}$	0.0719	3.22
$γ_{2}$	-0.1268	-3.15
$γ_{3}$	0.1165	3.38
$γ_{4}$	-0.1020	-2.95
$γ_{5}$	0.0556	1.40
$γ_{6}$	-0.0184	-0.59
$γ_{7}$	0.0020	0.14

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts