V-Lab: Volkswagen AG APARCH Volatility Analysis

V-Lab

Volkswagen AG APARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:27.45% (+0.38%)

Analysis last updated: Friday, June 20, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0756	18.59
$α$	0.0924	34.58
$β$	0.8983	368.15
$γ$	0.2046	13.61
$δ$	1.3831	28.90

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts