Mercedes-Benz Group AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.54% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 16.29 | |
| 0.0703 | 30.93 | |
| 0.9148 | 349.69 |
Estimation Period:
Oct 26, 1998 to Feb 20, 2026
Oct 26, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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