Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.09% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 10.92 | |
| 0.0346 | 14.21 | |
| 0.9230 | 406.60 | |
| 0.0533 | 7.28 |
Estimation Period:
Oct 26, 1998 to Jan 30, 2026
Oct 26, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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