V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:25.41% (-0.38%)
Analysis last updated: Thursday, June 12, 2025 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.08336.90
α0.09408.47
β0.859062.57
γ1-0.0456-0.69
γ20.14731.41
γ3-0.1803-2.65
γ40.06351.11
γ50.11732.23
γ6-0.2282-4.52
γ70.19753.78
γ8-0.0766-1.22
γ9-0.0064-0.10
γ100.01510.36
Estimation Period:
Jan 2, 1990 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts