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

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V-Lab

Mercedes-Benz Group AG GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.21% (-1.19%)

Analysis last updated: Tuesday, November 12, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0642	15.95
$α$	0.0743	30.73
$β$	0.9111	330.58

Estimation Period:
Oct 26, 1998 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts