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

V-Lab

| |

V-Lab

Volkswagen AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:34.02% (-1.58%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1272	20.29
$α$	0.2194	43.16
$β$	0.7533	130.81
$γ$	0.0912	12.02
$δ$	1.2947	29.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts