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 Tuesday, July 15th, 2025:30.40% (+1.66%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.0852	4.22
$α$	0.0639	53.60
$β$	0.9960	1,059.57
$ν$	6.1073	10.97

Estimation Period:
Oct 26, 1998 to Jul 11, 2025