Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.21%
decreased by 0.14%
1 Week
26.37%
increased by 0.02%
1 Month
26.98%
increased by 0.63%
Analysis last updated: Saturday, June 13, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5172 | 4.09 | |
| 0.0625 | 50.58 | |
| 0.9956 | 921.00 | |
| 6.0898 | 10.19 |
Estimation Period:
Oct 26, 1998 to Jun 12, 2026
Oct 26, 1998 to Jun 12, 2026
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