Volkswagen AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
30.36%
decreased by 1.22%
1 Week
30.59%
decreased by 0.99%
1 Month
31.38%
decreased by 0.20%
Analysis last updated: Tuesday, April 28, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1184 | 26.43 | |
| 0.0594 | 21.46 | |
| 0.8902 | 374.97 | |
| 0.0519 | 7.65 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other Volkswagen AG Analyses
Other GJR-GARCH Analyses on International Equities