V-Lab: Continental AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:26.72% (-0.71%)

Analysis last updated: Saturday, May 4, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9501	8.95
$α$	0.0717	9.31
$β$	0.9115	110.38
$γ_{1}$	-0.0001	-0.26

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts