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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:24.05% (-0.31%)
Analysis last updated: Tuesday, October 28, 2025 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.08666.93
α0.09438.47
β0.857661.80
γ1-0.0417-0.67
γ20.14201.43
γ3-0.1851-2.88
γ40.08421.55
γ50.08721.70
γ6-0.2035-4.22
γ70.18583.94
γ8-0.0706-1.33
γ9-0.0150-0.25
γ100.02290.57
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts