V-Lab: Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:21.67% (-0.24%)

Analysis last updated: Saturday, September 13, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0617	10.91
$α$	0.0357	14.39
$β$	0.9218	398.19
$γ$	0.0533	7.15

Estimation Period:
Oct 26, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts