V-Lab: Volkswagen AG Asy. Power MEM Volatility Analysis

V-Lab

Volkswagen AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:20.54% (-0.68%)

Analysis last updated: Saturday, June 21, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1278	20.46
$α$	0.2193	44.01
$β$	0.7529	133.07
$γ$	0.0922	12.41
$δ$	1.2941	29.80

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts