Volkswagen AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.89% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0461 | 6.53 | |
| 0.0941 | 8.50 | |
| 0.8589 | 62.99 | |
| -0.0609 | -1.03 | |
| 0.1745 | 1.87 | |
| -0.2137 | -3.49 | |
| 0.1156 | 2.19 | |
| 0.0594 | 1.17 | |
| -0.1880 | -3.96 | |
| 0.1829 | 4.03 | |
| -0.0704 | -1.45 | |
| -0.0208 | -0.34 | |
| 0.0280 | 0.30 |
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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