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

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:25.86% (-0.10%)

Analysis last updated: Saturday, August 23, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0845	6.88
$α$	0.0941	8.49
$β$	0.8588	62.65
$γ_{1}$	-0.0441	-0.69
$γ_{2}$	0.1454	1.43
$γ_{3}$	-0.1840	-2.79
$γ_{4}$	0.0766	1.38
$γ_{5}$	0.0987	1.90
$γ_{6}$	-0.2134	-4.34
$γ_{7}$	0.1907	3.88
$γ_{8}$	-0.0727	-1.28
$γ_{9}$	-0.0127	-0.20
$γ_{10}$	0.0209	0.51

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts