V-Lab
Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:25.15% (-0.14%)
Analysis last updated: Tuesday, November 12, 2024 at 08:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 13.77 | |
| 0.0249 | 11.40 | |
| 0.9406 | 398.40 | |
| 0.0464 | 9.71 |
Estimation Period:
Aug 7, 1992 to Nov 8, 2024
Aug 7, 1992 to Nov 8, 2024
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