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

V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 6th, 2025:26.72% (-1.09%)

Analysis last updated: Friday, June 6, 2025 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0835	6.89
$α$	0.0939	8.48
$β$	0.8592	62.73
$γ_{1}$	-0.0456	-0.69
$γ_{2}$	0.1473	1.41
$γ_{3}$	-0.1804	-2.65
$γ_{4}$	0.0636	1.11
$γ_{5}$	0.1172	2.22
$γ_{6}$	-0.2283	-4.52
$γ_{7}$	0.1977	3.78
$γ_{8}$	-0.0770	-1.22
$γ_{9}$	-0.0055	-0.08
$γ_{10}$	0.0143	0.34

Estimation Period:
Jan 2, 1990 to May 30, 2025

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