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

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V-Lab

Fresenius SE & Co KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:19.22% (-0.36%)

Analysis last updated: Sunday, December 7, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6143	6.56
$α$	0.0611	5.04
$β$	0.9042	41.91
$γ_{1}$	-0.0256	-3.43
$γ_{2}$	0.0251	2.39
$γ_{3}$	0.0123	1.83
$γ_{4}$	-0.0308	-2.89

Estimation Period:
Aug 7, 1992 to Dec 5, 2025

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Volatility Forecasts