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

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

Volatility Prediction for Friday, October 17th, 2025:21.80% (-0.52%)

Analysis last updated: Friday, October 17, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.7899	4.13
$α$	0.0645	51.82
$β$	0.9957	953.73
$ν$	6.1278	10.45

Estimation Period:
Oct 26, 1998 to Oct 10, 2025