V-Lab: Fresenius SE & Co KGaA APARCH Volatility Analysis

V-Lab

Fresenius SE & Co KGaA APARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:21.66% (-0.50%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0399	14.02
$α$	0.0525	21.38
$β$	0.9398	369.13
$γ$	0.2871	11.51
$δ$	1.6525	29.34

Estimation Period:
Aug 7, 1992 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts