Skip to main content
V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:33.85% (-1.81%)
Analysis last updated: Thursday, January 29, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.10046.97
α0.09458.48
β0.858062.30
γ1-0.0386-0.63
γ20.13801.42
γ3-0.1882-3.00
γ40.09691.82
γ50.06861.35
γ6-0.1878-3.95
γ70.17743.89
γ8-0.0651-1.35
γ9-0.0234-0.42
γ100.03090.80
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts