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

V-Lab

Fresenius SE & Co KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:23.06% (+1.32%)

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
$ω$	0.6401	7.66
$α$	0.0599	5.15
$β$	0.9090	47.10
$γ_{1}$	-0.0206	-4.95
$γ_{2}$	0.0293	4.44
$γ_{3}$	-0.0123	-1.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts