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

V-Lab

Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:24.86% (-0.18%)

Analysis last updated: Sunday, May 11, 2025 at 03:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0383	10.55
$β$	0.7094	57.44
$γ$	0.1117	18.78
$λ_{1}$	0.7362	0.23
$λ_{2}$	0.7992	0.23
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 7, 1992 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts