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, September 1st, 2025:20.14% (-0.87%)

Analysis last updated: Saturday, August 30, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7785	4.90
$α$	0.0606	25.40
$β$	0.9851	309.00
$ν$	4.5657	8.30

Estimation Period:
Aug 7, 1992 to Aug 29, 2025