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

V-Lab

Fresenius Medical Care AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:27.64% (+4.42%)

Analysis last updated: Friday, September 26, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0419	9.67
$β$	0.6667	41.97
$γ$	0.1373	20.02
$λ_{1}$	0.0111	1.06
$λ_{2}$	0.0186	2.23
$λ_{3}$	0.9783	103.79

Estimation Period:
Oct 3, 1996 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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