V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.50% (-1.27%)

Analysis last updated: Saturday, May 31, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1140	25.84
$α$	0.0598	21.27
$β$	0.8916	376.82
$γ$	0.0509	7.49

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts