Skip to main content
V-Lab

Fresenius Medical Care AG GARCH Volatility Analysis

Volatility prediction for Friday, September 4th, 2026

1 Day

25.28%

increased by 0.32%

1 Week

25.38%

increased by 0.42%

1 Month

25.77%

increased by 0.81%

Analysis last updated: Friday, September 4, 2026 at 06:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fresenius Medical Care AG GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 3, 1996 to Aug 28, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 70 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0356
3.14***
α

ARCH

Response to squared shocks

0.0395
7.31***
β

GARCH

Volatility persistence

0.9506
134.95***

Persistence:

0.990

Half-life:

70 days