Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
28.72%
increased by 0.16%
1 Week
29.07%
increased by 0.51%
1 Month
30.27%
increased by 1.71%
Analysis last updated: Friday, June 5, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2666 | 6.07 | |
| 0.0732 | 8.12 | |
| 0.9076 | 86.93 | |
| 0.0362 | 2.25 | |
| -0.0636 | -2.68 | |
| 0.0504 | 3.69 | |
| -0.0321 | -3.88 |
Estimation Period:
Oct 26, 1998 to May 29, 2026
Oct 26, 1998 to May 29, 2026
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