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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0344	2.81***
αARCH	0.0151	2.26**
βGARCH	0.9545	149.28***
γleverage	0.0402	2.88***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0344	2.81***
α ARCH Response to squared shocks	0.0151	2.26**
β GARCH Volatility persistence	0.9545	149.28***
γ leverage Additional response to negative shocks	0.0402	2.88***

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Fresenius Medical Care AG GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses