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, October 17th, 2025:24.69% (-0.71%)

Analysis last updated: Friday, October 17, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0383	15.46
$β$	0.8789	156.50
$γ$	0.0668	17.69
$λ_{1}$	0.0291	4.76
$λ_{2}$	0.0298	4.15
$λ_{3}$	0.9623	115.13

Estimation Period:
Oct 26, 1998 to Oct 10, 2025

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