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

V-Lab

Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:18.60% (-0.48%)

Analysis last updated: Saturday, August 30, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0385	10.72
$β$	0.7122	59.06
$γ$	0.1117	18.98
$λ_{1}$	0.7206	0.24
$λ_{2}$	0.8011	0.23
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 7, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts