V-Lab
V-Lab
Mercedes-Benz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:42.39% (-1.58%)
Analysis last updated: Tuesday, April 8, 2025 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercedes-Benz Group AG GJR-GARCH
paramt-stat
ω0.061810.76
α0.035814.22
β0.9213395.59
γ0.05467.17
Estimation Period:
Oct 26, 1998 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts