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

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V-Lab

Mercedes-Benz Group AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:23.61% (-0.30%)

Analysis last updated: Saturday, January 4, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0616	10.76
$α$	0.0367	14.28
$β$	0.9208	389.67
$γ$	0.0536	6.99

Estimation Period:
Oct 26, 1998 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts