Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:32.38% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1199 | 26.45 | |
| 0.0604 | 21.33 | |
| 0.8888 | 369.55 | |
| 0.0524 | 7.56 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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