Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.46%
decreased by 0.32%
1 Week
23.66%
decreased by 0.12%
1 Month
24.44%
increased by 0.66%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5459 | 4.10 | |
| 0.0626 | 50.83 | |
| 0.9956 | 927.02 | |
| 6.0826 | 10.27 |
Estimation Period:
Oct 26, 1998 to May 15, 2026
Oct 26, 1998 to May 15, 2026
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