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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0278	11.44***
α ARCH Response to squared shocks	0.1142	26.78***
β GARCH Volatility persistence	0.9833	682.39***
γ leverage Additional response to negative shocks	-0.0374	-9.08***

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Fresenius SE & Co KGaA EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius SE & Co KGaA Analyses