Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 14th, 2026
1 Day
32.60%
increased by 1.99%
1 Week
32.57%
increased by 1.96%
1 Month
32.47%
increased by 1.86%
Analysis last updated: Thursday, May 14, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 14.07 | |
| 0.0255 | 11.84 | |
| 0.9390 | 395.68 | |
| 0.0473 | 9.94 |
Estimation Period:
Aug 7, 1992 to May 8, 2026
Aug 7, 1992 to May 8, 2026
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