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 Thursday, June 12th, 2025:25.14% (-1.17%)

Analysis last updated: Thursday, June 12, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1457	4.24
$α$	0.0639	54.06
$β$	0.9961	1,082.67
$ν$	6.1088	11.09

Estimation Period:
Oct 26, 1998 to Jun 6, 2025