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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1697	5.91***
αARCH	0.0585	4.80***
βGARCH	0.8933	32.46***

γ₁	-0.0391	-2.73***
γ₂	0.0637	3.12***
γ₃	-0.0248	-1.57
γ₄	0.0068	0.38
γ₅	-0.0159	-1.14

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1697	5.91***
α ARCH Response to squared shocks	0.0585	4.80***
β GARCH Volatility persistence	0.8933	32.46***

γ₁	-0.0391	-2.73***
γ₂	0.0637	3.12***
γ₃	-0.0248	-1.57
γ₄	0.0068	0.38
γ₅	-0.0159	-1.14

V-Lab

Fresenius Medical Care AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius Medical Care AG Analyses