Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:28.01% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2751 | 6.04 | |
| 0.0743 | 8.20 | |
| 0.9064 | 86.20 | |
| 0.0378 | 2.30 | |
| -0.0662 | -2.73 | |
| 0.0521 | 3.73 | |
| -0.0331 | -3.89 |
Estimation Period:
Oct 26, 1998 to Mar 6, 2026
Oct 26, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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