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

V-Lab

Fresenius SE & Co KGaA EGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:24.41% (-0.41%)

Analysis last updated: Saturday, June 21, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0285	11.13
$α$	0.1144	26.28
$β$	0.9831	655.81
$γ$	-0.0381	-8.97

Estimation Period:
Aug 7, 1992 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts