V-Lab: Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

V-Lab

Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.26% (+0.06%)

Analysis last updated: Saturday, May 31, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0518	16.68
$β$	0.7028	44.08
$γ$	0.1150	16.36
$λ_{1}$	0.0885	1.34
$λ_{2}$	0.1006	1.44
$λ_{3}$	0.8755	10.06

Estimation Period:
Aug 7, 1992 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts