V-Lab
V-Lab
Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:24.31% (-0.64%)

Analysis last updated: Friday, April 19, 2024 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG GJR-GARCH
paramt-stat
ω0.115425.29
α0.059620.86
β0.8899366.52
γ0.05567.91
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts