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

V-Lab

Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.90% (-0.02%)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0476	13.81
$α$	0.0251	11.55
$β$	0.9390	385.96
$γ$	0.0478	9.92

Estimation Period:
Aug 7, 1992 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts