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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.36% (-1.29%)
Analysis last updated: Saturday, February 7, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.10076.91
α0.09378.55
β0.860063.91
γ1-0.0410-0.67
γ20.14241.47
γ3-0.1923-3.06
γ40.10171.90
γ50.06321.23
γ6-0.1828-3.82
γ70.17403.81
γ8-0.0627-1.31
γ9-0.0256-0.46
γ100.03240.84
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts