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, May 12th, 2025:36.89% (-1.44%)

Analysis last updated: Sunday, May 11, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3019	5.92
$α$	0.0757	8.22
$β$	0.9059	85.06
$γ_{1}$	0.0439	2.41
$γ_{2}$	-0.0763	-2.84
$γ_{3}$	0.0587	3.77
$γ_{4}$	-0.0369	-3.74

Estimation Period:
Oct 26, 1998 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts