V-Lab
V-Lab
Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:22.86% (-0.43%)

Analysis last updated: Saturday, January 4, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG GJR-GARCH
paramt-stat
ω0.114225.64
α0.060621.28
β0.8904371.16
γ0.05187.51
Estimation Period:
Jan 2, 1990 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts