Mercedes-Benz Group AG AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:26.32% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 10.83 | |
| 0.0826 | 47.41 | |
| 0.8920 | 428.43 | |
| 0.5564 | 14.16 |
Estimation Period:
Oct 26, 1998 to Mar 6, 2026
Oct 26, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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