Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.56% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 26.42 | |
| 0.0600 | 21.40 | |
| 0.8893 | 371.31 | |
| 0.0523 | 7.60 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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