Volkswagen AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.27%
decreased by 0.77%
1 Week
26.45%
increased by 0.41%
1 Month
28.99%
increased by 2.95%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0675 | 21.12 | |
| 0.8039 | 103.03 | |
| 0.0771 | 15.50 | |
| 0.0320 | 4.55 | |
| 0.0326 | 5.06 | |
| 0.9602 | 121.38 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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