V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

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Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:25.63% (-0.67%)

Analysis last updated: Thursday, November 13, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0690	21.14
$β$	0.8027	101.38
$γ$	0.0758	15.10
$λ_{1}$	0.0320	4.55
$λ_{2}$	0.0331	5.05
$λ_{3}$	0.9598	119.45

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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