V-Lab: Volkswagen AG Spline-GARCH Volatility Analysis

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V-Lab

Volkswagen AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:28.31% (-0.02%)

Analysis last updated: Saturday, November 9, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0158	6.62
$α$	0.0955	8.49
$β$	0.8541	57.90
$γ_{1}$	-0.0731	-1.10
$γ_{2}$	0.1905	1.80
$γ_{3}$	-0.1970	-2.80
$γ_{4}$	0.0480	0.82
$γ_{5}$	0.1567	2.96
$γ_{6}$	-0.2691	-5.04
$γ_{7}$	0.2320	3.74
$γ_{8}$	-0.1253	-1.54
$γ_{9}$	0.0885	0.98
$γ_{10}$	-0.1803	-1.62

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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