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

V-Lab

Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:18.63% (+0.49%)

Analysis last updated: Saturday, September 13, 2025 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0473	13.77
$α$	0.0254	11.69
$β$	0.9384	384.73
$γ$	0.0485	9.95

Estimation Period:
Aug 7, 1992 to Sep 12, 2025

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Volatility Forecasts