Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:25.72% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 10.94 | |
| 0.0346 | 14.19 | |
| 0.9227 | 405.76 | |
| 0.0537 | 7.30 |
Estimation Period:
Oct 26, 1998 to Jan 2, 2026
Oct 26, 1998 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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