V-Lab: Volkswagen AG Spline-GARCH Volatility Analysis

V-Lab

Volkswagen AG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:21.35% (-0.51%)

Analysis last updated: Thursday, June 19, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0312	6.52
$α$	0.0936	8.53
$β$	0.8593	62.40
$γ_{1}$	-0.0678	-1.07
$γ_{2}$	0.1837	1.83
$γ_{3}$	-0.2055	-3.09
$γ_{4}$	0.0800	1.42
$γ_{5}$	0.1127	2.15
$γ_{6}$	-0.2353	-4.68
$γ_{7}$	0.2139	4.08
$γ_{8}$	-0.1029	-1.57
$γ_{9}$	0.0394	0.49
$γ_{10}$	-0.0966	-0.83

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts