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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:35.29% (+1.84%)
Analysis last updated: Saturday, March 14, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.10186.91
α0.09398.54
β0.859663.58
γ1-0.0386-0.64
γ20.13841.44
γ3-0.1916-3.10
γ40.10672.02
γ50.05501.08
γ6-0.1763-3.71
γ70.17153.80
γ8-0.0622-1.35
γ9-0.0268-0.50
γ100.03390.89
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts