V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

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Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:26.20% (-0.86%)

Analysis last updated: Friday, November 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0691	21.16
$β$	0.8027	101.36
$γ$	0.0757	15.08
$λ_{1}$	0.0320	4.55
$λ_{2}$	0.0331	5.05
$λ_{3}$	0.9597	119.43

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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