Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.00%
increased by 1.11%
1 Week
29.07%
increased by 1.18%
1 Month
29.30%
increased by 1.41%
Analysis last updated: Saturday, June 6, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 10.85 | |
| 0.0330 | 13.97 | |
| 0.9252 | 415.43 | |
| 0.0526 | 7.38 |
Estimation Period:
Oct 26, 1998 to Jun 5, 2026
Oct 26, 1998 to Jun 5, 2026
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