Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:25.90% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0855 | 6.88 | |
| 0.0942 | 8.44 | |
| 0.8577 | 61.84 | |
| -0.0408 | -0.66 | |
| 0.1411 | 1.45 | |
| -0.1892 | -3.01 | |
| 0.0970 | 1.82 | |
| 0.0692 | 1.36 | |
| -0.1886 | -3.97 | |
| 0.1775 | 3.90 | |
| -0.0645 | -1.32 | |
| -0.0251 | -0.45 | |
| 0.0333 | 0.86 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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