V-Lab: Continental AG MF2-GARCH Volatility Analysis

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V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.35% (-1.32%)

Analysis last updated: Wednesday, May 1, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0269	9.64
$β$	0.8747	193.34
$γ$	0.0893	21.84
$λ_{1}$	0.0495	3.90
$λ_{2}$	0.0400	4.06
$λ_{3}$	0.9486	75.82

Estimation Period:
Jan 2, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts