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Volkswagen AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.89% (-0.30%)
Analysis last updated: Friday, February 20, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG SGARCH
paramt-stat
ω1.04616.53
α0.09418.50
β0.858962.99
γ1-0.0609-1.03
γ20.17451.87
γ3-0.2137-3.49
γ40.11562.19
γ50.05941.17
γ6-0.1880-3.96
γ70.18294.03
γ8-0.0704-1.45
γ9-0.0208-0.34
γ100.02800.30
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts