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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0351	1.73*
αARCH	0.0596	9.95***
βGARCH	0.9208	119.05***
γleverage	0.8058	3.15***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0351	1.73*
α ARCH Response to squared shocks	0.0596	9.95***
β GARCH Volatility persistence	0.9208	119.05***
γ leverage Additional response to negative shocks	0.8058	3.15***

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Fresenius Medical Care AG AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses