Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:35.94% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0688 | 6.75 | |
| 0.0931 | 8.41 | |
| 0.8589 | 62.23 | |
| -0.0431 | -0.71 | |
| 0.1442 | 1.51 | |
| -0.1921 | -3.11 | |
| 0.1034 | 1.96 | |
| 0.0598 | 1.18 | |
| -0.1799 | -3.82 | |
| 0.1729 | 3.86 | |
| -0.0623 | -1.35 | |
| -0.0276 | -0.52 | |
| 0.0353 | 0.93 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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