V-Lab: Fresenius Medical Care AG MF2-GARCH Volatility Analysis

V-Lab

Fresenius Medical Care AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:29.57% (+0.70%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0395	9.21
$β$	0.6734	43.30
$γ$	0.1401	20.52
$λ_{1}$	0.0108	1.05
$λ_{2}$	0.0187	2.24
$λ_{3}$	0.9784	104.86

Estimation Period:
Oct 3, 1996 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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