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

Skip to main content

V-Lab

K+S AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:23.64% (-0.65%)

Analysis last updated: Sunday, November 9, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4684	5.16
$α$	0.0747	6.85
$β$	0.8698	57.16
$γ_{1}$	0.0742	3.84
$γ_{2}$	-0.1300	-3.80
$γ_{3}$	0.1189	4.00
$γ_{4}$	-0.1061	-3.40
$γ_{5}$	0.0575	1.51
$γ_{6}$	-0.0032	-0.09
$γ_{7}$	-0.0685	-1.69

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts