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 Tuesday, July 15th, 2025:17.22% (-0.64%)

Analysis last updated: Wednesday, July 16, 2025 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7911	4.91
$α$	0.0610	25.38
$β$	0.9850	307.44
$ν$	4.5659	8.33

Estimation Period:
Aug 7, 1992 to Jul 11, 2025