Mercedes-Benz Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:25.90% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0366 | 15.21 | |
| 0.8813 | 158.31 | |
| 0.0660 | 17.73 | |
| 0.0284 | 4.68 | |
| 0.0290 | 4.08 | |
| 0.9632 | 116.60 |
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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