V-Lab
Volkswagen AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:30.88% (-1.56%)
Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 18.16 | |
| 0.1704 | 38.68 | |
| 0.9731 | 848.43 | |
| -0.0396 | -7.48 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024