Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
27.06%
decreased by 0.07%
1 Week
27.19%
increased by 0.06%
1 Month
27.67%
increased by 0.54%
Analysis last updated: Saturday, April 18, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 10.85 | |
| 0.0334 | 14.00 | |
| 0.9248 | 413.58 | |
| 0.0525 | 7.29 |
Estimation Period:
Oct 26, 1998 to Apr 17, 2026
Oct 26, 1998 to Apr 17, 2026
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