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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:35.94% (+2.03%)
Analysis last updated: Wednesday, March 4, 2026 at 07:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.06886.75
α0.09318.41
β0.858962.23
γ1-0.0431-0.71
γ20.14421.51
γ3-0.1921-3.11
γ40.10341.96
γ50.05981.18
γ6-0.1799-3.82
γ70.17293.86
γ8-0.0623-1.35
γ9-0.0276-0.52
γ100.03530.93
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts