Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.54% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0612 | 10.97 | |
| 0.0346 | 14.21 | |
| 0.9231 | 407.18 | |
| 0.0532 | 7.27 |
Estimation Period:
Oct 26, 1998 to Feb 6, 2026
Oct 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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