Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.88% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0702 | 6.71 | |
| 0.0936 | 8.47 | |
| 0.8588 | 62.56 | |
| -0.0436 | -0.71 | |
| 0.1448 | 1.50 | |
| -0.1918 | -3.07 | |
| 0.1023 | 1.92 | |
| 0.0620 | 1.22 | |
| -0.1830 | -3.86 | |
| 0.1754 | 3.90 | |
| -0.0643 | -1.37 | |
| -0.0248 | -0.46 | |
| 0.0326 | 0.85 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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