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

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V-Lab

Mercedes-Benz Group AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:25.17% (+1.99%)

Analysis last updated: Tuesday, January 7, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0390	15.33
$β$	0.8787	157.13
$γ$	0.0671	17.49
$λ_{1}$	0.0278	4.81
$λ_{2}$	0.0292	4.22
$λ_{3}$	0.9633	120.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts