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

V-Lab

Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.03% (-0.81%)

Analysis last updated: Wednesday, June 25, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0384	10.61
$β$	0.7104	58.20
$γ$	0.1119	18.88
$λ_{1}$	0.7325	0.23
$λ_{2}$	0.7988	0.23
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 7, 1992 to Jun 20, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts