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

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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:23.36% (+0.29%)

Analysis last updated: Sunday, December 14, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0966	6.97
$α$	0.0942	8.47
$β$	0.8582	62.26
$γ_{1}$	-0.0394	-0.64
$γ_{2}$	0.1391	1.42
$γ_{3}$	-0.1870	-2.96
$γ_{4}$	0.0924	1.72
$γ_{5}$	0.0752	1.48
$γ_{6}$	-0.1933	-4.05
$γ_{7}$	0.1800	3.92
$γ_{8}$	-0.0656	-1.32
$γ_{9}$	-0.0237	-0.42
$γ_{10}$	0.0317	0.81

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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Volatility Forecasts