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

V-Lab

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

Volatility Prediction for Wednesday, June 25th, 2025:24.16% (+1.20%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.0023	4.19
$α$	0.0643	53.15
$β$	0.9959	1,028.84
$ν$	6.1090	10.87

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