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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.74% (-1.17%)
Analysis last updated: Saturday, February 21, 2026 at 06:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.09186.94
α0.09398.45
β0.858062.01
γ1-0.0388-0.64
γ20.13771.44
γ3-0.1878-3.04
γ40.09841.87
γ50.06541.30
γ6-0.1846-3.92
γ70.17583.93
γ8-0.0642-1.38
γ9-0.0255-0.47
γ100.03350.88
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts