V-Lab: Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.28% (-1.39%)

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
$ω$	1.0708	6.81
$α$	0.0957	8.43
$β$	0.8568	60.96
$γ_{1}$	-0.0525	-0.75
$γ_{2}$	0.1568	1.41
$γ_{3}$	-0.1747	-2.38
$γ_{4}$	0.0365	0.60
$γ_{5}$	0.1543	2.84
$γ_{6}$	-0.2533	-4.66
$γ_{7}$	0.2028	3.28
$γ_{8}$	-0.0778	-0.99
$γ_{9}$	0.0065	0.08
$γ_{10}$	-0.0006	-0.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts