V-Lab
Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:32.91% (-0.60%)
Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 10.64 | |
| 0.0360 | 14.07 | |
| 0.9211 | 392.31 | |
| 0.0548 | 7.13 |
Estimation Period:
Oct 26, 1998 to Nov 15, 2024
Oct 26, 1998 to Nov 15, 2024
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