V-Lab
Mercedes-Benz Group AG AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:31.11% (-1.36%)
Analysis last updated: Saturday, May 18, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 10.04 | |
| 0.0872 | 47.86 | |
| 0.8887 | 405.06 | |
| 0.5441 | 13.64 |
Estimation Period:
Oct 26, 1998 to May 17, 2024
Oct 26, 1998 to May 17, 2024
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