Is there a button marked ASR or possibly EPS (think that was only on later models) beside the hazard indicator button on the dash? This button swithes the system off and pressing it will cause the light to come on. If so and there is no light on the dash which looks like a triangle with a circular arrow around it (I think from memory.....) then maybe the bulb has been removed or has blown. Light only comes on for a few seconds with the altenator lights etc then goes out normally. If the system is activated the light will come on briefly though.
I have a 2000 1.8T and it has ASR which is straighforward traction control, I think the later models have ESP which is a more sophisticated stability control/traction control system.
I would think your car has at least ASR.
HTH
