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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:27.56% (+1.29%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7634	6.56
$α$	0.0769	31.15
$β$	0.9841	375.90
$ν$	5.8584	7.68

Estimation Period:
Jan 2, 1990 to Jul 11, 2025