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

V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:31.25% (-0.97%)

Analysis last updated: Tuesday, April 29, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0617	10.81
$α$	0.0358	14.22
$β$	0.9216	396.03
$γ$	0.0539	7.11

Estimation Period:
Oct 26, 1998 to Apr 25, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts