Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:24.34% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1189 | 26.30 | |
| 0.0605 | 21.34 | |
| 0.8893 | 371.47 | |
| 0.0514 | 7.44 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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