Mercedes-Benz Group AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.07%
decreased by 0.49%
1 Week
24.28%
decreased by 0.28%
1 Month
25.00%
increased by 0.44%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0320 | 17.32 | |
| 0.9249 | 431.79 | |
| 0.0545 | 19.00 | |
| 0.0013 | 3.56 | |
| 0.0000 | 0.09 | |
| 0.9996 | 5,647.63 |
Estimation Period:
Oct 26, 1998 to May 15, 2026
Oct 26, 1998 to May 15, 2026
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