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

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

Volatility Prediction for Monday, December 1st, 2025:25.44% (-0.74%)

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
$ω$	1.2861	6.02
$α$	0.0754	8.26
$β$	0.9054	85.42
$γ_{1}$	0.0396	2.35
$γ_{2}$	-0.0692	-2.78
$γ_{3}$	0.0538	3.74
$γ_{4}$	-0.0338	-3.80

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

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