Volkswagen Golf GTI 2016, Owner'S Manual

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The driving mode can be changed while the vehicle is stationary or
when it is moving. After selecting a driving mode, the vehicle
settings (excluding engine settings) are switched to the new driving
mode immediately.
When traffic conditions allow, briefly take your foot off the
accelerator to activate the newly selected driving mode for the
engine.
Steering
In Sport or Race mode, power steering is reduced and the effort
required to steer the vehicle increases. The vehicle's driving
response becomes more agile.
Powertrain (engine and transmission)
The engine and transmission will give either a more dynamic or
more balanced response to the movement of the accelerator,
depending on the selected driving mode. In vehicles with an
automatic transmission, the shift points and the coasting mode will
also change. Active cruise control can affect the acceleration
response.