Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:24.22% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2911 | 6.00 | |
| 0.0760 | 8.29 | |
| 0.9048 | 84.87 | |
| 0.0406 | 2.37 | |
| -0.0708 | -2.80 | |
| 0.0547 | 3.74 | |
| -0.0342 | -3.76 |
Estimation Period:
Oct 26, 1998 to Oct 10, 2025
Oct 26, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Mercedes-Benz Group AG Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities