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

V-Lab

Fresenius Medical Care AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:41.27% (-1.70%)

Analysis last updated: Wednesday, April 16, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0390	9.01
$β$	0.6716	42.89
$γ$	0.1421	20.67
$λ_{1}$	0.0108	1.05
$λ_{2}$	0.0187	2.22
$λ_{3}$	0.9783	104.15

Estimation Period:
Oct 3, 1996 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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