V-Lab

Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:42.62% (+1.49%)
Analysis last updated: Tuesday, July 29, 2025 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG S0GARCH
paramt-stat
ω1.08796.89
α0.09398.50
β0.859563.17
γ1-0.0446-0.69
γ20.14661.43
γ3-0.1843-2.76
γ40.07411.32
γ50.10351.97
γ6-0.2176-4.37
γ70.19283.83
γ8-0.0745-1.26
γ9-0.0087-0.14
γ100.01660.40
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts