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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2919	7.49***
αARCH	0.0845	7.38***
βGARCH	0.8495	51.20***

γ₁	0.0370	0.63
γ₂	-0.0073	-0.08
γ₃	-0.1212	-1.87*
γ₄	0.2245	3.98***
γ₅	-0.2261	-4.48***
γ₆	0.1385	2.88***
γ₇	-0.0927	-1.29
γ₈	0.1288	1.71*
γ₉	-0.1901	-3.06***
γ₁₀	0.2160	3.00***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2919	7.49***
α ARCH Response to squared shocks	0.0845	7.38***
β GARCH Volatility persistence	0.8495	51.20***

γ₁	0.0370	0.63
γ₂	-0.0073	-0.08
γ₃	-0.1212	-1.87*
γ₄	0.2245	3.98***
γ₅	-0.2261	-4.48***
γ₆	0.1385	2.88***
γ₇	-0.0927	-1.29
γ₈	0.1288	1.71*
γ₉	-0.1901	-3.06***
γ₁₀	0.2160	3.00***

V-Lab

K+S AG Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other K+S AG Analyses