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

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Mercedes-Benz Group AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:26.26% (-0.98%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0379	15.41
$β$	0.8797	157.74
$γ$	0.0667	17.70
$λ_{1}$	0.0286	4.76
$λ_{2}$	0.0292	4.13
$λ_{3}$	0.9630	117.05

Estimation Period:
Oct 26, 1998 to Oct 31, 2025

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