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

V-Lab

| |

V-Lab

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

Volatility Prediction for Monday, April 29th, 2024:18.09% (+1.28%)

Analysis last updated: Saturday, April 27, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7813	4.47
$α$	0.0657	56.43
$β$	0.9965	1316.41
$ν$	6	11.01

Estimation Period:
Oct 26, 1998 to Apr 26, 2024