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 Friday, November 7th, 2025:30.79% (-1.11%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2897	6.01
$α$	0.0757	8.28
$β$	0.9051	85.11
$γ_{1}$	0.0404	2.37
$γ_{2}$	-0.0704	-2.80
$γ_{3}$	0.0547	3.78
$γ_{4}$	-0.0344	-3.84

Estimation Period:
Oct 26, 1998 to Oct 31, 2025

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