Fresenius Medical Care AG MEM Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
24.72%
increased by 0.24%
1 Week
25.03%
increased by 0.55%
1 Month
26.15%
increased by 1.67%
Analysis last updated: Thursday, July 16, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 3, 1996 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 46 trading days, meaning a shock loses half its impact after approximately 46 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0680 | 7.40*** |
α ARCH Response to squared shocks | 0.1609 | 40.60*** |
β GARCH Volatility persistence | 0.8242 | 301.22*** |
Persistence:
0.985
Half-life:
46 days
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