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

V-Lab

Mercedes-Benz Group AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.38% (+0.01%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0336	14.17
$β$	0.8810	201.78
$γ$	0.0645	18.95
$λ_{1}$	0.1788	2.76
$λ_{2}$	0.1909	3.09
$λ_{3}$	0.7612	9.89

Estimation Period:
Oct 26, 1998 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts