V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.29% (-1.11%)

Analysis last updated: Sunday, May 11, 2025 at 03:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0683	21.02
$β$	0.8059	103.51
$γ$	0.0764	15.28
$λ_{1}$	0.0316	4.63
$λ_{2}$	0.0329	5.09
$λ_{3}$	0.9602	121.86

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts