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V-Lab

Volkswagen AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:35.58% (+1.60%)
Analysis last updated: Saturday, March 7, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Volkswagen AG SGARCH
paramt-stat
ω1.04686.52
α0.09408.50
β0.859363.25
γ1-0.0603-1.02
γ20.17351.86
γ3-0.2138-3.50
γ40.11762.24
γ50.05611.10
γ6-0.1850-3.90
γ70.18084.00
γ8-0.0683-1.43
γ9-0.0249-0.41
γ100.03810.43
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts