V-Lab: Fresenius SE & Co KGaA GAS-GARCH Student T Volatility Analysis

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V-Lab

Fresenius SE & Co KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.94% (-1.01%)

Analysis last updated: Saturday, April 27, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8895	4.72
$α$	0.0598	25.52
$β$	0.9860	317.76
$ν$	5	8.32

Estimation Period:
Aug 7, 1992 to Apr 26, 2024