Mercedes-Benz Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.02% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0369 | 15.27 | |
| 0.8807 | 158.42 | |
| 0.0667 | 17.84 | |
| 0.0284 | 4.70 | |
| 0.0290 | 4.11 | |
| 0.9633 | 117.36 |
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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