V-Lab: Fresenius Medical Care AG AGARCH Volatility Analysis

V-Lab

Fresenius Medical Care AG AGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:30.57% (-1.19%)

Analysis last updated: Saturday, June 21, 2025 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0312	6.03
$α$	0.0655	38.42
$β$	0.9159	435.93
$γ$	0.7948	13.89

Estimation Period:
Oct 3, 1996 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts