Volkswagen AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:35.58% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0468 | 6.52 | |
| 0.0940 | 8.50 | |
| 0.8593 | 63.25 | |
| -0.0603 | -1.02 | |
| 0.1735 | 1.86 | |
| -0.2138 | -3.50 | |
| 0.1176 | 2.24 | |
| 0.0561 | 1.10 | |
| -0.1850 | -3.90 | |
| 0.1808 | 4.00 | |
| -0.0683 | -1.43 | |
| -0.0249 | -0.41 | |
| 0.0381 | 0.43 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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