V-Lab: Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Mercedes-Benz Group AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.19% (+0.70%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2995	5.96
$α$	0.0759	8.23
$β$	0.9053	84.65
$γ_{1}$	0.0430	2.41
$γ_{2}$	-0.0746	-2.83
$γ_{3}$	0.0572	3.75
$γ_{4}$	-0.0357	-3.69

Estimation Period:
Oct 26, 1998 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts