Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:26.79% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2824 | 6.03 | |
| 0.0751 | 8.25 | |
| 0.9056 | 85.61 | |
| 0.0390 | 2.33 | |
| -0.0681 | -2.76 | |
| 0.0532 | 3.75 | |
| -0.0336 | -3.85 |
Estimation Period:
Oct 26, 1998 to Jan 9, 2026
Oct 26, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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