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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.54% (+3.45%)
Analysis last updated: Friday, February 6, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.09766.94
α0.09418.48
β0.858562.63
γ1-0.0386-0.63
γ20.13781.42
γ3-0.1883-3.02
γ40.09851.86
γ50.06601.30
γ6-0.1853-3.91
γ70.17613.88
γ8-0.0641-1.34
γ9-0.0251-0.46
γ100.03270.85
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts