Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
27.40%
increased by 4.39%
1 Week
27.51%
increased by 4.50%
1 Month
27.94%
increased by 4.93%
Analysis last updated: Thursday, June 4, 2026 at 06:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 10.82 | |
| 0.0330 | 13.96 | |
| 0.9251 | 415.04 | |
| 0.0526 | 7.38 |
Estimation Period:
Oct 26, 1998 to May 29, 2026
Oct 26, 1998 to May 29, 2026
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