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 2nd, 2025:24.40% (+1.48%)

Analysis last updated: Saturday, May 31, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8070	4.90
$α$	0.0607	25.14
$β$	0.9850	306.18
$ν$	4.5632	8.26

Estimation Period:
Aug 7, 1992 to May 30, 2025