Mercedes-Benz Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:23.24% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0371 | 15.31 | |
| 0.8798 | 158.39 | |
| 0.0676 | 18.01 | |
| 0.0285 | 4.72 | |
| 0.0290 | 4.14 | |
| 0.9632 | 118.07 |
Estimation Period:
Oct 26, 1998 to Dec 19, 2025
Oct 26, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Mercedes-Benz Group AG Analyses
Other MF2-GARCH Analyses on International Equities