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

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Mercedes-Benz Group AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:31.40% (-0.26%)

Analysis last updated: Sunday, December 7, 2025 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3024	6.12
$α$	0.0753	8.25
$β$	0.9048	82.69
$γ_{1}$	0.0440	2.59
$γ_{2}$	-0.0784	-3.06
$γ_{3}$	0.0680	3.76
$γ_{4}$	-0.0660	-2.33

Estimation Period:
Oct 26, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts