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

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 ·

Parameter Estimates

	param	t-stat
$ω$	1.0833	6.90
$α$	0.0940	8.47
$β$	0.8590	62.57
$γ_{1}$	-0.0456	-0.69
$γ_{2}$	0.1473	1.41
$γ_{3}$	-0.1803	-2.65
$γ_{4}$	0.0635	1.11
$γ_{5}$	0.1173	2.23
$γ_{6}$	-0.2282	-4.52
$γ_{7}$	0.1975	3.78
$γ_{8}$	-0.0766	-1.22
$γ_{9}$	-0.0064	-0.10
$γ_{10}$	0.0151	0.36

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

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