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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0376	4.84***
αARCH	0.1722	16.99***
βGARCH	0.8232	73.11***
γleverage	0.0907	3.13***
δpower	0.7890	4.52***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0376	4.84***
α ARCH Response to squared shocks	0.1722	16.99***
β GARCH Volatility persistence	0.8232	73.11***
γ leverage Additional response to negative shocks	0.0907	3.13***
δ power Transformation power	0.7890	4.52***

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Fresenius Medical Care AG Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses