Volkswagen AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:25.53% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0688 | 21.16 | |
| 0.8032 | 101.76 | |
| 0.0757 | 15.13 | |
| 0.0319 | 4.55 | |
| 0.0331 | 5.04 | |
| 0.9597 | 119.23 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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