V-Lab: Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:21.74% (-0.87%)

Analysis last updated: Saturday, May 18, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.5878	4.39
$α$	0.0654	56.27
$β$	0.9963	1215.05
$ν$	6	11.26

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