V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

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V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:31.45% (-1.34%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1156	25.61
$α$	0.0603	21.12
$β$	0.8900	369.44
$γ$	0.0530	7.63

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts