V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:25.09% (-0.86%)

Analysis last updated: Sunday, July 13, 2025 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1143	25.86
$α$	0.0599	21.32
$β$	0.8914	376.43
$γ$	0.0509	7.50

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

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