Volkswagen AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.44% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0682 | 21.15 | |
| 0.8041 | 103.07 | |
| 0.0765 | 15.33 | |
| 0.0317 | 4.60 | |
| 0.0325 | 5.10 | |
| 0.9605 | 123.20 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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