Volkswagen AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.35% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 18.66 | |
| 0.1696 | 39.32 | |
| 0.9726 | 845.72 | |
| -0.0394 | -7.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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