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

V-Lab

Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:19.52% (+1.57%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0386	10.80
$β$	0.7133	59.61
$γ$	0.1114	18.98
$λ_{1}$	0.7067	0.24
$λ_{2}$	0.8048	0.24
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 7, 1992 to Sep 19, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts