V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:25.37% (-0.84%)

Analysis last updated: Friday, October 17, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0687	21.06
$β$	0.8028	101.35
$γ$	0.0761	15.15
$λ_{1}$	0.0321	4.53
$λ_{2}$	0.0332	5.03
$λ_{3}$	0.9597	118.74

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts