Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:24.99% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 10.94 | |
| 0.0346 | 14.20 | |
| 0.9229 | 406.37 | |
| 0.0535 | 7.28 |
Estimation Period:
Oct 26, 1998 to Jan 16, 2026
Oct 26, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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