Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
34.55%
decreased by 1.11%
1 Week
34.45%
decreased by 1.21%
1 Month
34.08%
decreased by 1.58%
Analysis last updated: Friday, June 26, 2026 at 07:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 10.89 | |
| 0.0332 | 14.03 | |
| 0.9247 | 414.10 | |
| 0.0530 | 7.41 |
Estimation Period:
Oct 26, 1998 to Jun 19, 2026
Oct 26, 1998 to Jun 19, 2026
Other Mercedes-Benz Group AG Analyses
Other GJR-GARCH Analyses on International Equities