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, August 11th, 2025:24.46% (+3.15%)

Analysis last updated: Saturday, August 9, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7879	4.94
$α$	0.0611	25.25
$β$	0.9849	306.33
$ν$	4.5702	8.27

Estimation Period:
Aug 7, 1992 to Aug 8, 2025