V-Lab
Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:37.84% (-1.27%)
Analysis last updated: Tuesday, November 12, 2024 at 08:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 10.64 | |
| 0.0361 | 14.09 | |
| 0.9208 | 390.82 | |
| 0.0553 | 7.15 |
Estimation Period:
Oct 26, 1998 to Nov 8, 2024
Oct 26, 1998 to Nov 8, 2024
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