What causes then epc light and exhaust system light and the generator lights to come on in a 2006 jetta?

I may have had a similar issue. In my case the lights came on and off at random, and sometimes the locks and Windows would actuate on their own. If this doesn't sound quite right, then this may not be the issue, but it's easy enough to check out anyway.

1.5 yrs before, I had installed an incorrect battery. Walmart said it was the right one, but it did not provide the correct number of cold-crank amps. (600 instead of 680) I switched out the battery and all problems went away. Just check the sticker on your battery.