V-Lab
Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:24.28% (-0.50%)
Analysis last updated: Thursday, November 21, 2024 at 12:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 13.78 | |
| 0.0249 | 11.40 | |
| 0.9408 | 400.86 | |
| 0.0462 | 9.70 |
Estimation Period:
Aug 7, 1992 to Nov 15, 2024
Aug 7, 1992 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other Fresenius SE & Co KGaA Analyses