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 Monday, December 8th, 2025:29.70% (+0.39%)

Analysis last updated: Sunday, December 7, 2025 at 01:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4619	4.75
$α$	0.0689	6.73
$β$	0.8908	64.26
$γ_{1}$	0.0649	3.07
$γ_{2}$	-0.1149	-3.03
$γ_{3}$	0.1084	3.27
$γ_{4}$	-0.0987	-2.86
$γ_{5}$	0.0584	1.39
$γ_{6}$	-0.0263	-0.75
$γ_{7}$	0.0102	0.60

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts