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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0468	14.10***
α ARCH Response to squared shocks	0.0255	11.87***
β GARCH Volatility persistence	0.9389	395.15***
γ leverage Additional response to negative shocks	0.0471	9.89***

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Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Fresenius SE & Co KGaA Analyses