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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1579	5.88***
α ARCH Response to squared shocks	0.0585	4.76***
β GARCH Volatility persistence	0.8932	31.97***

γ₁	-0.0412	-2.85***
γ₂	0.0672	3.25***
γ₃	-0.0283	-1.70*
γ₄	0.0127	0.58
γ₅	-0.0276	-0.81

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Fresenius Medical Care AG Spline-GARCH Volatility Analysis

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News Impact Curve

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