Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.94% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 10.91 | |
| 0.0340 | 14.10 | |
| 0.9241 | 410.70 | |
| 0.0525 | 7.24 |
Estimation Period:
Oct 26, 1998 to Mar 13, 2026
Oct 26, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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