Volkswagen AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
38.32%
decreased by 1.89%
1 Week
38.16%
decreased by 2.05%
1 Month
37.63%
decreased by 2.58%
Analysis last updated: Tuesday, June 23, 2026 at 06:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1206 | 26.52 | |
| 0.0598 | 21.51 | |
| 0.8888 | 370.79 | |
| 0.0531 | 7.79 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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