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

V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:25.64% (-0.74%)

Analysis last updated: Sunday, July 13, 2025 at 04:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0608	10.77
$α$	0.0349	14.14
$β$	0.9228	400.71
$γ$	0.0534	7.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts