V-Lab
V-Lab
Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:37.11% (+6.33%)

Analysis last updated: Wednesday, March 5, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG GJR-GARCH
paramt-stat
ω0.115125.75
α0.059921.19
β0.8905372.14
γ0.05257.63
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts