V-Lab: Volkswagen AG Spline-GARCH Volatility Analysis

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V-Lab

Volkswagen AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.69% (+0.16%)

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
$ω$	1.0022	6.45
$α$	0.0947	8.45
$β$	0.8566	58.75
$γ_{1}$	-0.0805	-1.12
$γ_{2}$	0.2008	1.76
$γ_{3}$	-0.1934	-2.53
$γ_{4}$	0.0276	0.45
$γ_{5}$	0.1816	3.32
$γ_{6}$	-0.2792	-4.89
$γ_{7}$	0.2249	3.20
$γ_{8}$	-0.1215	-1.34
$γ_{9}$	0.1095	1.21
$γ_{10}$	-0.2255	-2.33

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

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Volatility Forecasts

Volatility Forecasts