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

V-Lab

Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:35.69% (+7.02%)

Analysis last updated: Tuesday, April 8, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0456	13.88
$α$	0.0245	11.45
$β$	0.9408	402.40
$γ$	0.0464	9.79

Estimation Period:
Aug 7, 1992 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts