Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 14th, 2026
1 Day
26.17%
decreased by 0.54%
1 Week
26.33%
decreased by 0.38%
1 Month
26.92%
increased by 0.21%
Analysis last updated: Thursday, May 14, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 10.85 | |
| 0.0332 | 14.00 | |
| 0.9250 | 414.60 | |
| 0.0526 | 7.36 |
Estimation Period:
Oct 26, 1998 to May 8, 2026
Oct 26, 1998 to May 8, 2026
Other Mercedes-Benz Group AG Analyses
Other GJR-GARCH Analyses on International Equities