V-Lab: Volkswagen AG Spline-GARCH Volatility Analysis

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Volkswagen AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:25.50% (-0.42%)

Analysis last updated: Sunday, December 7, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0420	6.56
$α$	0.0945	8.51
$β$	0.8579	62.34
$γ_{1}$	-0.0622	-1.04
$γ_{2}$	0.1759	1.85
$γ_{3}$	-0.2102	-3.37
$γ_{4}$	0.1041	1.95
$γ_{5}$	0.0762	1.49
$γ_{6}$	-0.2029	-4.25
$γ_{7}$	0.1924	4.14
$γ_{8}$	-0.0792	-1.51
$γ_{9}$	-0.0055	-0.08
$γ_{10}$	-0.0020	-0.02

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Volatility Forecasts

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