V-Lab: Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

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Fresenius SE & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:19.31% (-1.91%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0383	10.75
$β$	0.7143	59.92
$γ$	0.1112	19.02
$λ_{1}$	0.6971	0.24
$λ_{2}$	0.8072	0.24
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 7, 1992 to Oct 31, 2025

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