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

V-Lab

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V-Lab

Fresenius SE & Co KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:26.19% (-0.40%)

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
$ω$	0.6400	7.33
$α$	0.0581	5.13
$β$	0.9133	49.43
$γ_{1}$	-0.0209	-4.66
$γ_{2}$	0.0292	4.12
$γ_{3}$	-0.0099	-1.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts