Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
25.39%
decreased by 0.56%
1 Week
25.54%
decreased by 0.41%
1 Month
26.11%
increased by 0.16%
Analysis last updated: Tuesday, June 23, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 14.09 | |
| 0.0255 | 11.85 | |
| 0.9389 | 395.01 | |
| 0.0471 | 9.90 |
Estimation Period:
Aug 7, 1992 to Jun 19, 2026
Aug 7, 1992 to Jun 19, 2026
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