Mercedes-Benz Group AG Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.13%
decreased by 0.41%
1 Week
23.35%
decreased by 0.19%
1 Month
24.09%
increased by 0.55%
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 | |
|---|---|---|
| 1.2822 | 6.19 | |
| 0.0729 | 8.07 | |
| 0.9070 | 83.67 | |
| 0.0408 | 2.53 | |
| -0.0732 | -3.03 | |
| 0.0652 | 3.88 | |
| -0.0672 | -2.52 |
Estimation Period:
Oct 26, 1998 to May 15, 2026
Oct 26, 1998 to May 15, 2026
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