V-Lab: Fresenius SE & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fresenius SE & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:24.69% (-0.62%)

Analysis last updated: Thursday, November 21, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6407	7.43
$α$	0.0578	5.14
$β$	0.9137	49.84
$γ_{1}$	-0.0209	-5.04
$γ_{2}$	0.0292	4.86
$γ_{3}$	-0.0102	-3.29

Estimation Period:
Aug 7, 1992 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts