Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.67%
decreased by 0.39%
1 Week
26.19%
increased by 0.13%
1 Month
27.93%
increased by 1.87%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2675 | 6.06 | |
| 0.0733 | 8.13 | |
| 0.9075 | 86.92 | |
| 0.0365 | 2.27 | |
| -0.0642 | -2.70 | |
| 0.0509 | 3.71 | |
| -0.0324 | -3.91 |
Estimation Period:
Oct 26, 1998 to May 15, 2026
Oct 26, 1998 to May 15, 2026
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