Mercedes-Benz Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.01% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 8.97 | |
| 0.1281 | 32.23 | |
| 0.9812 | 677.60 | |
| -0.0449 | -12.28 |
Estimation Period:
Oct 26, 1998 to Mar 13, 2026
Oct 26, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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