Volkswagen AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.60% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4386 | 5.07 | |
| 0.1000 | 7.69 | |
| 0.8627 | 60.62 | |
| 0.0595 | 4.68 | |
| -0.0911 | -4.00 | |
| 0.0562 | 2.94 | |
| -0.0518 | -3.48 | |
| 0.0614 | 3.65 | |
| -0.0783 | -2.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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