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

V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:21.10% (+0.08%)

Analysis last updated: Friday, October 3, 2025 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0619	10.94
$α$	0.0359	14.43
$β$	0.9215	398.24
$γ$	0.0533	7.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts