V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:33.60% (-0.68%)

Analysis last updated: Wednesday, April 16, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0687	21.07
$β$	0.8057	103.43
$γ$	0.0764	15.23
$λ_{1}$	0.0317	4.64
$λ_{2}$	0.0329	5.09
$λ_{3}$	0.9601	121.72

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts