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

V-Lab

Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.11% (-0.27%)

Analysis last updated: Wednesday, June 25, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0478	13.78
$α$	0.0252	11.60
$β$	0.9387	384.09
$γ$	0.0480	9.91

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

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Volatility Forecasts