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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.88% (-0.30%)
Analysis last updated: Friday, February 20, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.07026.71
α0.09368.47
β0.858862.56
γ1-0.0436-0.71
γ20.14481.50
γ3-0.1918-3.07
γ40.10231.92
γ50.06201.22
γ6-0.1830-3.86
γ70.17543.90
γ8-0.0643-1.37
γ9-0.0248-0.46
γ100.03260.85
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts