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 Monday, September 1st, 2025:21.64% (-0.43%)

Analysis last updated: Saturday, August 30, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6526	7.81
$α$	0.0599	5.20
$β$	0.9097	48.53
$γ_{1}$	-0.0194	-5.17
$γ_{2}$	0.0271	4.98
$γ_{3}$	-0.0093	-3.36

Estimation Period:
Aug 7, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts