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

V-Lab

Fresenius Medical Care AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:27.45% (-0.94%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0404	9.40
$β$	0.6736	43.51
$γ$	0.1386	20.33
$λ_{1}$	0.0109	1.07
$λ_{2}$	0.0185	2.25
$λ_{3}$	0.9784	105.50

Estimation Period:
Oct 3, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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