Mercedes-Benz Group AG GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.49% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 16.27 | |
| 0.0698 | 30.79 | |
| 0.9154 | 351.12 |
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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