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

V-Lab

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V-Lab

Fresenius SE & Co KGaA APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:25.61% (-0.05%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0374	13.98
$α$	0.0522	21.30
$β$	0.9414	378.22
$γ$	0.2826	11.15
$δ$	1.6307	28.58

Estimation Period:
Aug 7, 1992 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts