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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2630	6.07***
α ARCH Response to squared shocks	0.0731	8.14***
β GARCH Volatility persistence	0.9076	87.20***

γ₁	0.0354	2.23**
γ₂	-0.0625	-2.67***
γ₃	0.0500	3.71***
γ₄	-0.0322	-3.97***

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Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis

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