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

V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:26.38% (-0.24%)

Analysis last updated: Saturday, August 23, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0608	10.83
$α$	0.0351	14.27
$β$	0.9229	401.45
$γ$	0.0529	7.14

Estimation Period:
Oct 26, 1998 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts