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

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:30.81% (-1.40%)

Analysis last updated: Friday, May 16, 2025 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0582	6.66
$α$	0.0949	8.48
$β$	0.8579	61.99
$γ_{1}$	-0.0528	-0.80
$γ_{2}$	0.1569	1.51
$γ_{3}$	-0.1825	-2.67
$γ_{4}$	0.0613	1.07
$γ_{5}$	0.1217	2.31
$γ_{6}$	-0.2320	-4.58
$γ_{7}$	0.1991	3.75
$γ_{8}$	-0.0769	-1.19
$γ_{9}$	-0.0053	-0.08
$γ_{10}$	0.0138	0.32

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts