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 Friday, September 26th, 2025:18.55% (+1.10%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7757	4.88
$α$	0.0607	25.62
$β$	0.9853	312.00
$ν$	4.5687	8.36

Estimation Period:
Aug 7, 1992 to Sep 19, 2025