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V-Lab

Volkswagen AG EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

35.13%

decreased by 1.10%

1 Week

35.21%

decreased by 1.02%

1 Month

35.50%

decreased by 0.73%

Analysis last updated: Tuesday, July 21, 2026 at 06:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Volkswagen AG EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 61% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0464
18.71***
α

ARCH

Response to squared shocks

0.1696
39.57***
β

GARCH

Volatility persistence

0.9723
841.84***
γ

leverage

Additional response to negative shocks

-0.0398
-7.67***

Persistence:

0.972

Half-life:

25 days