Mercedes-Benz Group AG EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.77% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 8.99 | |
| 0.1292 | 32.50 | |
| 0.9810 | 671.45 | |
| -0.0452 | -12.29 |
Estimation Period:
Oct 26, 1998 to Feb 13, 2026
Oct 26, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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