V-Lab: Volkswagen AG MF2-GARCH Volatility Analysis

V-Lab

Volkswagen AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.92% (-0.12%)

Analysis last updated: Saturday, August 30, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0690	21.24
$β$	0.8047	102.71
$γ$	0.0756	15.14
$λ_{1}$	0.0319	4.61
$λ_{2}$	0.0331	5.06
$λ_{3}$	0.9599	120.36

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts