V-Lab: Fresenius SE & Co KGaA GAS-GARCH Student T Volatility Analysis

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V-Lab

Fresenius SE & Co KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:23.61% (-0.90%)

Analysis last updated: Wednesday, March 5, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8162	4.72
$α$	0.0594	25.27
$β$	0.9859	315.70
$ν$	5	8.34

Estimation Period:
Aug 7, 1992 to Feb 28, 2025