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 Friday, September 26th, 2025:19.63% (+0.44%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6560	7.81
$α$	0.0601	5.23
$β$	0.9096	48.82
$γ_{1}$	-0.0192	-5.12
$γ_{2}$	0.0267	4.92
$γ_{3}$	-0.0091	-3.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts