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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:37.53% (+0.69%)

Analysis last updated: Saturday, August 9, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7981	6.53
$α$	0.0769	31.24
$β$	0.9842	376.51
$ν$	5.8544	7.69

Estimation Period:
Jan 2, 1990 to Aug 8, 2025