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 Friday, October 17th, 2025:21.60% (-1.00%)

Analysis last updated: Friday, October 17, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7517	6.55
$α$	0.0770	30.98
$β$	0.9838	368.20
$ν$	5.8073	7.70

Estimation Period:
Jan 2, 1990 to Oct 10, 2025