Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.04% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 26.27 | |
| 0.0601 | 21.22 | |
| 0.8898 | 372.61 | |
| 0.0517 | 7.50 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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