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 Tuesday, November 12th, 2024:27.48% (-1.44%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8205	6.47
$α$	0.0781	31.04
$β$	0.9841	371.92
$ν$	6	7.74

Estimation Period:
Jan 2, 1990 to Nov 8, 2024