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

V-Lab

Mercedes-Benz Group AG MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:22.01% (+0.31%)

Analysis last updated: Thursday, June 19, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0867	10.23
$α$	0.1852	46.89
$β$	0.7958	254.56

Estimation Period:
Oct 26, 1998 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts