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 Tuesday, July 15th, 2025:19.48% (-0.25%)

Analysis last updated: Wednesday, July 16, 2025 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6495	7.79
$α$	0.0602	5.17
$β$	0.9091	47.68
$γ_{1}$	-0.0197	-5.19
$γ_{2}$	0.0275	4.99
$γ_{3}$	-0.0095	-3.36

Estimation Period:
Aug 7, 1992 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts