V-Lab: Volkswagen AG GJR-GARCH Volatility Analysis

V-Lab

Volkswagen AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:22.87% (-0.27%)

Analysis last updated: Saturday, September 13, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1165	25.98
$α$	0.0604	21.43
$β$	0.8900	373.14
$γ$	0.0518	7.55

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

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