Volkswagen AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:23.11% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0687 | 21.13 | |
| 0.8030 | 101.74 | |
| 0.0762 | 15.20 | |
| 0.0320 | 4.54 | |
| 0.0332 | 5.04 | |
| 0.9596 | 118.82 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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