Volkswagen AG GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
27.18%
decreased by 1.05%
1 Week
27.61%
decreased by 0.62%
1 Month
29.00%
increased by 0.77%
Analysis last updated: Wednesday, April 1, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 26.47 | |
| 0.0601 | 21.43 | |
| 0.8894 | 372.14 | |
| 0.0517 | 7.54 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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