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

V-Lab

Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:32.79% (-0.47%)

Analysis last updated: Tuesday, April 29, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0467	13.85
$α$	0.0248	11.47
$β$	0.9399	393.41
$γ$	0.0474	9.92

Estimation Period:
Aug 7, 1992 to Apr 25, 2025

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Volatility Forecasts