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, April 30th, 2024:19.15% (-0.38%)

Analysis last updated: Tuesday, April 30, 2024 at 09:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0389	15.47
$β$	0.8812	165.05
$γ$	0.0695	18.01
$λ_{1}$	0.0254	5.15
$λ_{2}$	0.0279	4.38
$λ_{3}$	0.9653	133.23

Estimation Period:
Oct 26, 1998 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts