V-Lab: Volkswagen AG GAS-GARCH Student T Volatility Analysis

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Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.06% (-1.17%)

Analysis last updated: Sunday, May 19, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8677	6.38
$α$	0.0781	31.01
$β$	0.9845	377.63
$ν$	6	7.65

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