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

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V-Lab

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

Volatility Prediction for Tuesday, November 12th, 2024:28.16% (-0.75%)

Analysis last updated: Tuesday, November 12, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3242	4.27
$α$	0.0652	54.85
$β$	0.9961	1106.78
$ν$	6	11.19

Estimation Period:
Oct 26, 1998 to Nov 8, 2024