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 Wednesday, November 20th, 2024:31.85% (-0.71%)

Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0386	15.10
$β$	0.8791	158.12
$γ$	0.0683	17.76
$λ_{1}$	0.0285	4.81
$λ_{2}$	0.0293	4.21
$λ_{3}$	0.9631	119.44

Estimation Period:
Oct 26, 1998 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts