V-Lab: Volkswagen AG Asy. MEM Volatility Analysis

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V-Lab

Volkswagen AG Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:21.41% (-1.32%)

Analysis last updated: Sunday, May 19, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1823	23.13
$α$	0.1734	33.69
$β$	0.7551	135.88
$γ$	0.0755	7.46

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts