Volkswagen AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.16% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 22.70 | |
| 0.1958 | 25.19 | |
| 0.9702 | 692.52 | |
| -0.0244 | -4.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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