V-Lab: Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:32.64% (+4.82%)

Analysis last updated: Sunday, June 29, 2025 at 04:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0442	6.53
$α$	0.0962	8.46
$β$	0.8556	60.62
$γ_{1}$	-0.0540	-0.84
$γ_{2}$	0.1576	1.54
$γ_{3}$	-0.1838	-2.75
$γ_{4}$	0.0672	1.20
$γ_{5}$	0.1130	2.18
$γ_{6}$	-0.2253	-4.55
$γ_{7}$	0.1968	3.89
$γ_{8}$	-0.0764	-1.27
$γ_{9}$	-0.0074	-0.11
$γ_{10}$	0.0162	0.39

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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