Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:24.05% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0866 | 6.93 | |
| 0.0943 | 8.47 | |
| 0.8576 | 61.80 | |
| -0.0417 | -0.67 | |
| 0.1420 | 1.43 | |
| -0.1851 | -2.88 | |
| 0.0842 | 1.55 | |
| 0.0872 | 1.70 | |
| -0.2035 | -4.22 | |
| 0.1858 | 3.94 | |
| -0.0706 | -1.33 | |
| -0.0150 | -0.25 | |
| 0.0229 | 0.57 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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