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 Monday, June 2nd, 2025:30.67% (-1.43%)

Analysis last updated: Saturday, May 31, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2314	4.27
$α$	0.0638	54.50
$β$	0.9961	1,111.75
$ν$	6.1117	11.20

Estimation Period:
Oct 26, 1998 to May 30, 2025