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

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V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.77% (+0.10%)

Analysis last updated: Saturday, April 27, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0404	6.28
$α$	0.0958	8.56
$β$	0.8610	64.10
$γ_{1}$	-0.0719	-0.93
$γ_{2}$	0.1867	1.52
$γ_{3}$	-0.1850	-2.26
$γ_{4}$	0.0264	0.40
$γ_{5}$	0.1719	2.98
$γ_{6}$	-0.2573	-4.31
$γ_{7}$	0.1888	2.61
$γ_{8}$	-0.0650	-0.72
$γ_{9}$	0.0137	0.16
$γ_{10}$	-0.0173	-0.36

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts