Volkswagen AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.10% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 18.62 | |
| 0.1694 | 39.29 | |
| 0.9726 | 846.48 | |
| -0.0394 | -7.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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