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

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V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:26.53% (-0.28%)

Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8167	6.48
$α$	0.0781	31.05
$β$	0.9841	372.35
$ν$	6	7.73

Estimation Period:
Jan 2, 1990 to Nov 15, 2024