Volkswagen AG MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
40.14%
decreased by 3.29%
1 Week
38.97%
decreased by 4.46%
1 Month
35.87%
decreased by 7.56%
Analysis last updated: Tuesday, June 23, 2026 at 06:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0678 | 21.18 | |
| 0.8028 | 103.11 | |
| 0.0781 | 15.63 | |
| 0.0318 | 4.58 | |
| 0.0325 | 5.11 | |
| 0.9604 | 123.07 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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