Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:35.29% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1018 | 6.91 | |
| 0.0939 | 8.54 | |
| 0.8596 | 63.58 | |
| -0.0386 | -0.64 | |
| 0.1384 | 1.44 | |
| -0.1916 | -3.10 | |
| 0.1067 | 2.02 | |
| 0.0550 | 1.08 | |
| -0.1763 | -3.71 | |
| 0.1715 | 3.80 | |
| -0.0622 | -1.35 | |
| -0.0268 | -0.50 | |
| 0.0339 | 0.89 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Volkswagen AG Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities