V-Lab: Mercedes-Benz Group AG MF2-GARCH Volatility Analysis

V-Lab

Mercedes-Benz Group AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:30.80% (-1.17%)

Analysis last updated: Saturday, May 31, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0373	15.03
$β$	0.8800	156.72
$γ$	0.0672	17.73
$λ_{1}$	0.0296	4.70
$λ_{2}$	0.0305	4.10
$λ_{3}$	0.9616	111.75

Estimation Period:
Oct 26, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts