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

V-Lab

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

Volatility Prediction for Thursday, June 19th, 2025:23.64% (+1.29%)

Analysis last updated: Thursday, June 19, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6459	7.78
$α$	0.0600	5.14
$β$	0.9090	47.29
$γ_{1}$	-0.0200	-5.23
$γ_{2}$	0.0279	5.04
$γ_{3}$	-0.0098	-3.43

Estimation Period:
Aug 7, 1992 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts