Volkswagen AG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:35.88% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0680 | 21.12 | |
| 0.8042 | 103.36 | |
| 0.0767 | 15.41 | |
| 0.0318 | 4.60 | |
| 0.0325 | 5.10 | |
| 0.9604 | 122.93 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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