V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:28.33% (+3.31%)

Analysis last updated: Wednesday, June 25, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0691	21.22
$β$	0.8058	103.04
$γ$	0.0746	14.98
$λ_{1}$	0.0317	4.63
$λ_{2}$	0.0329	5.07
$λ_{3}$	0.9601	121.30

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts