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

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:28.37% (-1.20%)

Analysis last updated: Tuesday, October 7, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0674	6.81
$α$	0.0941	8.44
$β$	0.8572	61.27
$γ_{1}$	-0.0445	-0.71
$γ_{2}$	0.1451	1.46
$γ_{3}$	-0.1841	-2.86
$γ_{4}$	0.0801	1.47
$γ_{5}$	0.0930	1.82
$γ_{6}$	-0.2087	-4.33
$γ_{7}$	0.1894	4.01
$γ_{8}$	-0.0743	-1.38
$γ_{9}$	-0.0095	-0.16
$γ_{10}$	0.0180	0.44

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts