V-Lab: Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:29.54% (-0.79%)

Analysis last updated: Saturday, May 4, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0321	6.28
$α$	0.0954	8.53
$β$	0.8608	63.79
$γ_{1}$	-0.0732	-0.97
$γ_{2}$	0.1884	1.56
$γ_{3}$	-0.1861	-2.31
$γ_{4}$	0.0281	0.43
$γ_{5}$	0.1704	2.99
$γ_{6}$	-0.2574	-4.37
$γ_{7}$	0.1909	2.68
$γ_{8}$	-0.0679	-0.76
$γ_{9}$	0.0168	0.20
$γ_{10}$	-0.0204	-0.43

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts