Volkswagen AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:21.76% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1189 | 26.34 | |
| 0.0606 | 21.36 | |
| 0.8893 | 371.46 | |
| 0.0514 | 7.43 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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