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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:25.90% (-0.71%)
Analysis last updated: Thursday, January 8, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.08556.88
α0.09428.44
β0.857761.84
γ1-0.0408-0.66
γ20.14111.45
γ3-0.1892-3.01
γ40.09701.82
γ50.06921.36
γ6-0.1886-3.97
γ70.17753.90
γ8-0.0645-1.32
γ9-0.0251-0.45
γ100.03330.86
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Impact of return on volatility tomorrow
Volatility Forecasts