V-Lab
Mercedes-Benz Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:27.60% (-0.86%)
Analysis last updated: Saturday, May 18, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 8.75 | |
| 0.1349 | 32.91 | |
| 0.9804 | 633.36 | |
| -0.0471 | -12.22 |
Estimation Period:
Oct 26, 1998 to May 17, 2024
Oct 26, 1998 to May 17, 2024
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