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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0146	1.07
αARCH	0.0694	6.70***
βGARCH	0.9913	186.90***
γleverage	-0.0448	-2.88***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0146	1.07
α ARCH Response to squared shocks	0.0694	6.70***
β GARCH Volatility persistence	0.9913	186.90***
γ leverage Additional response to negative shocks	-0.0448	-2.88***

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Fresenius Medical Care AG EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses