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

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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 ·

Parameter Estimates

	param	t-stat
$ω$	1.0866	6.93
$α$	0.0943	8.47
$β$	0.8576	61.80
$γ_{1}$	-0.0417	-0.67
$γ_{2}$	0.1420	1.43
$γ_{3}$	-0.1851	-2.88
$γ_{4}$	0.0842	1.55
$γ_{5}$	0.0872	1.70
$γ_{6}$	-0.2035	-4.22
$γ_{7}$	0.1858	3.94
$γ_{8}$	-0.0706	-1.33
$γ_{9}$	-0.0150	-0.25
$γ_{10}$	0.0229	0.57

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts