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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	0.0482	10.52***
β GARCH Volatility persistence	0.6157	33.23***
γ leverage Additional response to negative shocks	0.1449	18.68***
λ₁ tau intercept Baseline long-term coefficient	0.0102	0.92
λ₂ forecast adj. Forecast performance sensitivity	0.0171	2.07**
λ₃ tau persistence Long-term factor persistence	0.9801	102.39***

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Fresenius Medical Care AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses