Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.54% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0976 | 6.94 | |
| 0.0941 | 8.48 | |
| 0.8585 | 62.63 | |
| -0.0386 | -0.63 | |
| 0.1378 | 1.42 | |
| -0.1883 | -3.02 | |
| 0.0985 | 1.86 | |
| 0.0660 | 1.30 | |
| -0.1853 | -3.91 | |
| 0.1761 | 3.88 | |
| -0.0641 | -1.34 | |
| -0.0251 | -0.46 | |
| 0.0327 | 0.85 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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