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, November 12th, 2024:38.42% (-1.78%)

Analysis last updated: Tuesday, November 12, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0387	15.11
$β$	0.8787	158.26
$γ$	0.0689	17.81
$λ_{1}$	0.0287	4.80
$λ_{2}$	0.0295	4.22
$λ_{3}$	0.9629	119.10

Estimation Period:
Oct 26, 1998 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts