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

V-Lab

Volkswagen AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:25.44% (-0.35%)

Analysis last updated: Thursday, June 12, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7783	6.54
$α$	0.0770	31.17
$β$	0.9842	375.78
$ν$	5.8546	7.70

Estimation Period:
Jan 2, 1990 to Jun 6, 2025