Mercedes-Benz Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:25.20% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0371 | 15.31 | |
| 0.8800 | 158.30 | |
| 0.0674 | 17.96 | |
| 0.0285 | 4.71 | |
| 0.0291 | 4.13 | |
| 0.9632 | 117.71 |
Estimation Period:
Oct 26, 1998 to Jan 9, 2026
Oct 26, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Mercedes-Benz Group AG Analyses
Other MF2-GARCH Analyses on International Equities