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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:29.20% (-0.93%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7494	6.62
$α$	0.0773	31.18
$β$	0.9839	373.53
$ν$	5.8537	7.69

Estimation Period:
Jan 2, 1990 to Sep 19, 2025