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 Thursday, April 17th, 2025:38.01% (-1.81%)

Analysis last updated: Thursday, April 17, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4359	4.31
$α$	0.0645	55.29
$β$	0.9962	1,154.36
$ν$	6.1282	11.37

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