V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:33.72% (-1.49%)

Analysis last updated: Friday, October 3, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1186	26.23
$α$	0.0599	21.16
$β$	0.8897	372.58
$γ$	0.0523	7.57

Estimation Period:
Jan 2, 1990 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts