V-Lab: Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:27.35% (-0.28%)

Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3093	4.27
$α$	0.0651	54.84
$β$	0.9961	1106.78
$ν$	6	11.16

Estimation Period:
Oct 26, 1998 to Nov 15, 2024