V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.16% (-0.13%)

Analysis last updated: Thursday, June 12, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0689	21.14
$β$	0.8055	102.64
$γ$	0.0750	15.04
$λ_{1}$	0.0321	4.60
$λ_{2}$	0.0332	5.04
$λ_{3}$	0.9597	119.17

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

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Volatility Forecasts

Volatility Forecasts