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

V-Lab

Fresenius Medical Care AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.53% (+0.26%)

Analysis last updated: Saturday, August 30, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0412	9.54
$β$	0.6719	43.30
$γ$	0.1386	20.29
$λ_{1}$	0.0114	1.10
$λ_{2}$	0.0188	2.26
$λ_{3}$	0.9780	104.23

Estimation Period:
Oct 3, 1996 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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