V-Lab: Volkswagen AG GAS-GARCH Student T Volatility Analysis

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:22.47% (-0.64%)

Analysis last updated: Saturday, August 30, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7581	6.60
$α$	0.0773	31.16
$β$	0.9839	372.82
$ν$	5.8479	7.70

Estimation Period:
Jan 2, 1990 to Aug 29, 2025