V-Lab: Mercedes-Benz Group AG APARCH Volatility Analysis

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V-Lab

Mercedes-Benz Group AG APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:29.01% (-1.04%)

Analysis last updated: Saturday, May 18, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0480	13.92
$α$	0.0721	34.89
$β$	0.9213	388.58
$γ$	0.3198	16.35
$δ$	1.3729	22.17

Estimation Period:
Oct 26, 1998 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts