V-Lab: Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 29th, 2025:42.62% (+1.49%)

Analysis last updated: Tuesday, July 29, 2025 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0879	6.89
$α$	0.0939	8.50
$β$	0.8595	63.17
$γ_{1}$	-0.0446	-0.69
$γ_{2}$	0.1466	1.43
$γ_{3}$	-0.1843	-2.76
$γ_{4}$	0.0741	1.32
$γ_{5}$	0.1035	1.97
$γ_{6}$	-0.2176	-4.37
$γ_{7}$	0.1928	3.83
$γ_{8}$	-0.0745	-1.26
$γ_{9}$	-0.0087	-0.14
$γ_{10}$	0.0166	0.40

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts