Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
24.54%
decreased by 0.61%
1 Week
24.77%
decreased by 0.38%
1 Month
25.57%
increased by 0.42%
Analysis last updated: Friday, April 3, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 10.91 | |
| 0.0340 | 14.10 | |
| 0.9242 | 410.93 | |
| 0.0522 | 7.21 |
Estimation Period:
Oct 26, 1998 to Apr 2, 2026
Oct 26, 1998 to Apr 2, 2026
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