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, November 24th, 2025:24.50% (-0.30%)

Analysis last updated: Saturday, November 22, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0941	6.97
$α$	0.0943	8.47
$β$	0.8578	61.98
$γ_{1}$	-0.0400	-0.64
$γ_{2}$	0.1397	1.42
$γ_{3}$	-0.1856	-2.92
$γ_{4}$	0.0878	1.63
$γ_{5}$	0.0818	1.60
$γ_{6}$	-0.1990	-4.16
$γ_{7}$	0.1833	3.95
$γ_{8}$	-0.0684	-1.33
$γ_{9}$	-0.0191	-0.33
$γ_{10}$	0.0270	0.68

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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