V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

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V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:28.68% (-0.45%)

Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1152	25.61
$α$	0.0602	21.12
$β$	0.8902	370.32
$γ$	0.0527	7.61

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts