Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:25.81% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0621 | 11.04 | |
| 0.0354 | 14.33 | |
| 0.9220 | 402.62 | |
| 0.0535 | 7.23 |
Estimation Period:
Oct 26, 1998 to Dec 5, 2025
Oct 26, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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