Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.14% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 10.92 | |
| 0.0343 | 14.16 | |
| 0.9234 | 408.42 | |
| 0.0530 | 7.28 |
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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