V-Lab
V-Lab
Volkswagen AG GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.33% (-0.83%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG GARCH
paramt-stat
ω0.108225.69
α0.086837.12
β0.8916373.84
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts