V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:41.91% (-2.94%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0689	21.29
$β$	0.8056	103.81
$γ$	0.0753	15.15
$λ_{1}$	0.0316	4.67
$λ_{2}$	0.0327	5.11
$λ_{3}$	0.9603	123.02

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts