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 Thursday, November 13th, 2025:27.58% (-0.42%)

Analysis last updated: Thursday, November 13, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2896	6.01
$α$	0.0758	8.29
$β$	0.9050	85.19
$γ_{1}$	0.0402	2.37
$γ_{2}$	-0.0702	-2.80
$γ_{3}$	0.0546	3.78
$γ_{4}$	-0.0344	-3.85

Estimation Period:
Oct 26, 1998 to Nov 7, 2025

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