Mercedes-Benz Group AG EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:25.85% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 8.97 | |
| 0.1310 | 32.67 | |
| 0.9807 | 659.10 | |
| -0.0454 | -12.28 |
Estimation Period:
Oct 26, 1998 to Oct 31, 2025
Oct 26, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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