Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.62% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 26.43 | |
| 0.0602 | 21.40 | |
| 0.8893 | 371.45 | |
| 0.0521 | 7.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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