V-Lab
Fresenius Medical Care AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:32.59% (-0.71%)
Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 10.67 | |
| 0.0229 | 10.54 | |
| 0.9376 | 421.98 | |
| 0.0548 | 9.87 |
Estimation Period:
Oct 3, 1996 to Nov 8, 2024
Oct 3, 1996 to Nov 8, 2024
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