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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0484	19.52***
α ARCH Response to squared shocks	0.0529	14.14***
β GARCH Volatility persistence	0.9178	405.03***
γ leverage Additional response to negative shocks	0.0335	6.41***

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Fresenius SE & Co KGaA Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius SE & Co KGaA Analyses