Volkswagen AG EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:25.67% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 18.75 | |
| 0.1699 | 39.32 | |
| 0.9726 | 845.71 | |
| -0.0389 | -7.39 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
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