V-Lab: Fresenius SE & Co KGaA Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fresenius SE & Co KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:24.56% (+0.90%)

Analysis last updated: Saturday, May 18, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6369	7.30
$α$	0.0575	5.01
$β$	0.9137	48.41
$γ_{1}$	-0.0208	-4.45
$γ_{2}$	0.0281	3.81
$γ_{3}$	-0.0057	-0.78

Estimation Period:
Aug 7, 1992 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts