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

V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:31.76% (-1.05%)

Analysis last updated: Thursday, May 22, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0605	10.69
$α$	0.0350	14.05
$β$	0.9229	400.04
$γ$	0.0535	7.15

Estimation Period:
Oct 26, 1998 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts