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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 3, 1996 to Aug 28, 2026Model 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
| Parameter | Value | t-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
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