Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:24.12% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 11.02 | |
| 0.0356 | 14.37 | |
| 0.9219 | 401.00 | |
| 0.0532 | 7.18 |
Estimation Period:
Oct 26, 1998 to Nov 7, 2025
Oct 26, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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