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, May 12th, 2025:25.29% (-0.83%)

Analysis last updated: Sunday, May 11, 2025 at 03:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8171	4.88
$α$	0.0607	25.11
$β$	0.9850	305.14
$ν$	4.5523	8.29

Estimation Period:
Aug 7, 1992 to May 9, 2025