Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:22.47% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 10.93 | |
| 0.0358 | 14.39 | |
| 0.9220 | 399.98 | |
| 0.0530 | 7.14 |
Estimation Period:
Oct 26, 1998 to Oct 17, 2025
Oct 26, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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