V-Lab: Mercedes-Benz Group AG Asy. MEM Volatility Analysis

V-Lab

Mercedes-Benz Group AG Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:20.72% (-1.11%)

Analysis last updated: Saturday, June 21, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0834	21.82
$α$	0.1364	37.22
$β$	0.8097	264.78
$γ$	0.0667	10.13

Estimation Period:
Oct 26, 1998 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts