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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:28.60% (-1.24%)

Analysis last updated: Sunday, May 11, 2025 at 03:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7828	6.54
$α$	0.0773	31.17
$β$	0.9841	374.90
$ν$	5.8603	7.70

Estimation Period:
Jan 2, 1990 to May 9, 2025