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, November 7th, 2025:28.47% (-1.40%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.7705	4.12
$α$	0.0643	51.75
$β$	0.9957	950.08
$ν$	6.1127	10.45

Estimation Period:
Oct 26, 1998 to Oct 31, 2025