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

V-Lab

Mercedes-Benz Group AG APARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:26.33% (-1.02%)

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
$ω$	0.0466	14.27
$α$	0.0708	34.27
$β$	0.9230	387.81
$γ$	0.3248	16.11
$δ$	1.3198	22.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts