Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:24.95% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 26.31 | |
| 0.0607 | 21.37 | |
| 0.8891 | 370.60 | |
| 0.0513 | 7.41 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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