Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
24.41%
increased by 0.42%
1 Week
24.60%
increased by 0.61%
1 Month
25.32%
increased by 1.33%
Analysis last updated: Wednesday, April 1, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5924 | 4.10 | |
| 0.0630 | 50.95 | |
| 0.9956 | 930.50 | |
| 6.0989 | 10.27 |
Estimation Period:
Oct 26, 1998 to Mar 27, 2026
Oct 26, 1998 to Mar 27, 2026
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