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, August 11th, 2025:35.74% (+0.47%)

Analysis last updated: Saturday, August 9, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2362	4.25
$α$	0.0639	54.20
$β$	0.9961	1,099.44
$ν$	6.1168	11.12

Estimation Period:
Oct 26, 1998 to Aug 8, 2025