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{name} Model Equation

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Param	Value	t-stat
mwindow	26
αARCH	0.0494	2.81***
βGARCH	0.6115	9.10***
γleverage	0.1387	4.22***
λ₁tau intercept	0.0099	1.87*
λ₂forecast adj.	0.0169	3.72***
λ₃tau persistence	0.9804	193.87***

Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0494	2.81***
β GARCH Volatility persistence	0.6115	9.10***
γ leverage Additional response to negative shocks	0.1387	4.22***
λ₁ tau intercept Baseline long-term coefficient	0.0099	1.87*
λ₂ forecast adj. Forecast performance sensitivity	0.0169	3.72***
λ₃ tau persistence Long-term factor persistence	0.9804	193.87***

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Fresenius Medical Care AG MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses