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

V-Lab

Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:25.44% (-0.05%)

Analysis last updated: Thursday, May 22, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0472	13.83
$α$	0.0249	11.50
$β$	0.9395	389.17
$γ$	0.0476	9.92

Estimation Period:
Aug 7, 1992 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts