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, May 12th, 2025:33.70% (-1.60%)

Analysis last updated: Sunday, May 11, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3002	4.28
$α$	0.0640	54.81
$β$	0.9962	1,125.60
$ν$	6.1118	11.29

Estimation Period:
Oct 26, 1998 to May 9, 2025