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

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V-Lab

K+S AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.12% (-0.52%)

Analysis last updated: Saturday, April 20, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2255	8.62
$α$	0.0986	7.52
$β$	0.7915	33.92
$γ_{1}$	0.0234	0.35
$γ_{2}$	0.0357	0.33
$γ_{3}$	-0.1714	-2.42
$γ_{4}$	0.2065	3.69
$γ_{5}$	-0.0645	-1.29
$γ_{6}$	-0.1471	-2.18
$γ_{7}$	0.2253	2.64
$γ_{8}$	-0.2007	-3.22
$γ_{9}$	0.2307	5.06
$γ_{10}$	-0.4314	-6.52

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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