Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:27.51% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 10.95 | |
| 0.0352 | 14.29 | |
| 0.9222 | 402.73 | |
| 0.0535 | 7.23 |
Estimation Period:
Oct 26, 1998 to Nov 14, 2025
Oct 26, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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