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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:29.70% (-1.61%)

Analysis last updated: Saturday, May 31, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7862	6.52
$α$	0.0770	31.18
$β$	0.9842	375.79
$ν$	5.8529	7.70

Estimation Period:
Jan 2, 1990 to May 30, 2025