Volkswagen AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.07%
decreased by 0.30%
1 Week
24.69%
increased by 0.32%
1 Month
26.72%
increased by 2.35%
Analysis last updated: Saturday, June 6, 2026 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 26.40 | |
| 0.0592 | 21.44 | |
| 0.8900 | 374.56 | |
| 0.0525 | 7.76 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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