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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:35.61% (-2.14%)

Analysis last updated: Thursday, April 17, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8077	6.50
$α$	0.0775	31.18
$β$	0.9842	375.22
$ν$	5.8575	7.72

Estimation Period:
Jan 2, 1990 to Apr 11, 2025