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 Monday, December 1st, 2025:18.53% (-0.68%)

Analysis last updated: Sunday, November 30, 2025 at 02:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0387	10.86
$β$	0.7137	59.61
$γ$	0.1105	18.92
$λ_{1}$	0.6980	0.24
$λ_{2}$	0.8066	0.24
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 7, 1992 to Nov 28, 2025

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