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

V-Lab

Mercedes-Benz Group AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:39.20% (-1.28%)

Analysis last updated: Wednesday, April 16, 2025 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0381	15.19
$β$	0.8788	157.29
$γ$	0.0682	17.86
$λ_{1}$	0.0293	4.76
$λ_{2}$	0.0301	4.16
$λ_{3}$	0.9622	114.88

Estimation Period:
Oct 26, 1998 to Apr 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts