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

V-Lab

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

Volatility Prediction for Monday, June 23rd, 2025:23.51% (-0.23%)

Analysis last updated: Saturday, June 21, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7973	4.92
$α$	0.0607	25.18
$β$	0.9850	306.55
$ν$	4.5683	8.25

Estimation Period:
Aug 7, 1992 to Jun 20, 2025