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

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:23.78% (-0.45%)

Analysis last updated: Saturday, September 13, 2025 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0901	6.93
$α$	0.0945	8.48
$β$	0.8580	62.12
$γ_{1}$	-0.0425	-0.67
$γ_{2}$	0.1433	1.42
$γ_{3}$	-0.1838	-2.81
$γ_{4}$	0.0779	1.41
$γ_{5}$	0.0966	1.87
$γ_{6}$	-0.2115	-4.33
$γ_{7}$	0.1892	3.90
$γ_{8}$	-0.0706	-1.27
$γ_{9}$	-0.0167	-0.27
$γ_{10}$	0.0251	0.63

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

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Volatility Forecasts

Volatility Forecasts