V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:25.86% (-0.37%)

Analysis last updated: Saturday, August 23, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1156	25.97
$α$	0.0601	21.40
$β$	0.8907	374.89
$γ$	0.0512	7.52

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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