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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0388	11.26***
α ARCH Response to squared shocks	0.0167	9.30***
β GARCH Volatility persistence	0.9496	530.77***
γ leverage Additional response to negative shocks	0.0447	11.33***

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Fresenius Medical Care AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses