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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0681	24.98***
α ARCH Response to squared shocks	0.1425	35.32***
β GARCH Volatility persistence	0.8267	316.74***
γ leverage Additional response to negative shocks	0.0309	4.72***

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Fresenius Medical Care AG Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses