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

V-Lab

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V-Lab

Fresenius SE & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:22.02% (-0.41%)

Analysis last updated: Tuesday, April 16, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6300	7.20
$α$	0.0576	5.07
$β$	0.9143	48.92
$γ_{1}$	-0.0222	-4.99
$γ_{2}$	0.0310	4.78
$γ_{3}$	-0.0109	-3.22

Estimation Period:
Aug 7, 1992 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts