Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.80% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1334 | 22.86 | |
| 0.0801 | 13.13 | |
| 0.8721 | 261.58 | |
| 0.0404 | 4.42 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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