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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:27.35% (+4.06%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7663	6.56
$α$	0.0771	31.19
$β$	0.9841	375.61
$ν$	5.8585	7.69

Estimation Period:
Jan 2, 1990 to Jun 20, 2025