DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0524	6.57***
α ARCH Response to squared shocks	0.0739	31.70***
β GARCH Volatility persistence	0.9117	340.06***

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Fresenius SE & Co KGaA MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius SE & Co KGaA Analyses