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 Tuesday, November 12th, 2024:26.14% (-0.39%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6401	7.43
$α$	0.0581	5.13
$β$	0.9133	49.41
$γ_{1}$	-0.0210	-5.05
$γ_{2}$	0.0293	4.87
$γ_{3}$	-0.0102	-3.30

Estimation Period:
Aug 7, 1992 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts