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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.3744	4.06***
α ARCH Response to squared shocks	0.0625	49.56***
β GARCH Volatility persistence	0.9955	877.82***
ν DF Student-t tail thickness	6.0928	9.94***

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Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mercedes-Benz Group AG Analyses