V-Lab
V-Lab
Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 4th, 2025:40.01% (+2.21%)
Analysis last updated: Monday, August 4, 2025 at 01:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG GJR-GARCH
paramt-stat
ω0.114825.95
α0.060121.43
β0.8912376.82
γ0.05087.48
Estimation Period:
Jan 2, 1990 to Aug 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts