Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.36% (+4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 26.41 | |
| 0.0600 | 21.35 | |
| 0.8892 | 370.96 | |
| 0.0524 | 7.61 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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