Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.42%
decreased by 0.68%
1 Week
27.84%
decreased by 0.26%
1 Month
29.28%
increased by 1.18%
Analysis last updated: Friday, June 12, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2662 | 6.07 | |
| 0.0732 | 8.13 | |
| 0.9075 | 86.94 | |
| 0.0360 | 2.25 | |
| -0.0635 | -2.69 | |
| 0.0504 | 3.70 | |
| -0.0323 | -3.93 |
Estimation Period:
Oct 26, 1998 to Jun 5, 2026
Oct 26, 1998 to Jun 5, 2026
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