V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

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Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:23.60% (+0.01%)

Analysis last updated: Sunday, November 30, 2025 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0689	21.14
$β$	0.8028	101.55
$γ$	0.0759	15.14
$λ_{1}$	0.0320	4.55
$λ_{2}$	0.0331	5.05
$λ_{3}$	0.9597	119.34

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts