V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:29.54% (-1.47%)

Analysis last updated: Saturday, May 31, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0687	21.10
$β$	0.8057	102.65
$γ$	0.0751	15.06
$λ_{1}$	0.0322	4.59
$λ_{2}$	0.0333	5.02
$λ_{3}$	0.9596	118.51

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts