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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0499	10.88***
β GARCH Volatility persistence	0.6063	31.66***
γ leverage Additional response to negative shocks	0.1425	18.11***
λ₁ tau intercept Baseline long-term coefficient	0.0101	0.88
λ₂ forecast adj. Forecast performance sensitivity	0.0172	2.02**
λ₃ tau persistence Long-term factor persistence	0.9800	99.79***

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Fresenius Medical Care AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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