V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

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Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.04% (-0.51%)

Analysis last updated: Tuesday, April 30, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0691	20.91
$β$	0.8053	103.57
$γ$	0.0791	15.26
$λ_{1}$	0.0311	4.69
$λ_{2}$	0.0331	5.16
$λ_{3}$	0.9602	123.70

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts