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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0466	14.12***
α ARCH Response to squared shocks	0.0251	11.78***
β GARCH Volatility persistence	0.9392	398.49***
γ leverage Additional response to negative shocks	0.0473	10.00***

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Fresenius SE & Co KGaA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fresenius SE & Co KGaA Analyses