Mercedes-Benz Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.88% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 9.01 | |
| 0.1294 | 32.55 | |
| 0.9809 | 670.49 | |
| -0.0453 | -12.31 |
Estimation Period:
Oct 26, 1998 to Feb 6, 2026
Oct 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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