V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

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Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.42% (-2.21%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0698	21.01
$β$	0.8027	101.39
$γ$	0.0775	15.10
$λ_{1}$	0.0314	4.59
$λ_{2}$	0.0334	5.13
$λ_{3}$	0.9597	121.15

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts