Mercedes-Benz Group AG MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.68%
decreased by 0.68%
1 Week
26.80%
decreased by 0.56%
1 Month
27.20%
decreased by 0.16%
Analysis last updated: Saturday, June 13, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0354 | 14.96 | |
| 0.8826 | 159.28 | |
| 0.0659 | 17.82 | |
| 0.0284 | 4.61 | |
| 0.0290 | 4.04 | |
| 0.9632 | 115.27 |
Estimation Period:
Oct 26, 1998 to Jun 12, 2026
Oct 26, 1998 to Jun 12, 2026
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