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

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V-Lab

Fresenius Medical Care AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:43.64% (-1.30%)

Analysis last updated: Saturday, November 8, 2025 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1526	5.71
$α$	0.0589	4.79
$β$	0.8958	33.08
$γ_{1}$	-0.0446	-2.93
$γ_{2}$	0.0723	3.34
$γ_{3}$	-0.0308	-1.81
$γ_{4}$	0.0147	0.69
$γ_{5}$	-0.0264	-0.88

Estimation Period:
Oct 3, 1996 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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