Mercedes-Benz Group AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.20% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 16.31 | |
| 0.0706 | 30.98 | |
| 0.9145 | 348.91 |
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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