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 Monday, June 2nd, 2025:31.84% (-1.12%)

Analysis last updated: Saturday, May 31, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3002	5.94
$α$	0.0755	8.20
$β$	0.9061	85.12
$γ_{1}$	0.0435	2.41
$γ_{2}$	-0.0756	-2.83
$γ_{3}$	0.0582	3.77
$γ_{4}$	-0.0365	-3.74

Estimation Period:
Oct 26, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts