Volkswagen AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
24.59%
decreased by 0.33%
1 Week
25.18%
increased by 0.26%
1 Month
27.09%
increased by 2.17%
Analysis last updated: Saturday, May 23, 2026 at 07:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 26.42 | |
| 0.0592 | 21.45 | |
| 0.8901 | 374.77 | |
| 0.0524 | 7.75 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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