V-Lab
Mercedes-Benz Group AG AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:37.95% (-2.04%)
Analysis last updated: Tuesday, November 12, 2024 at 08:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 10.22 | |
| 0.0873 | 47.21 | |
| 0.8877 | 398.42 | |
| 0.5543 | 13.88 |
Estimation Period:
Oct 26, 1998 to Nov 8, 2024
Oct 26, 1998 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other Mercedes-Benz Group AG Analyses