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 Monday, December 1st, 2025:23.76% (-0.73%)

Analysis last updated: Sunday, November 30, 2025 at 02:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0378	15.44
$β$	0.8798	157.39
$γ$	0.0665	17.73
$λ_{1}$	0.0286	4.74
$λ_{2}$	0.0293	4.13
$λ_{3}$	0.9629	116.73

Estimation Period:
Oct 26, 1998 to Nov 28, 2025

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