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 4th, 2025:35.85% (+0.10%)

Analysis last updated: Monday, August 4, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0609	10.85
$α$	0.0355	14.33
$β$	0.9227	400.81
$γ$	0.0528	7.11

Estimation Period:
Oct 26, 1998 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts