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

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Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:23.49% (+0.31%)

Analysis last updated: Sunday, November 30, 2025 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7283	6.60
$α$	0.0769	31.05
$β$	0.9838	371.40
$ν$	5.8279	7.69

Estimation Period:
Jan 2, 1990 to Nov 28, 2025