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 Friday, April 19th, 2024:33.13% (+0.71%)

Analysis last updated: Friday, April 19, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9590	8.89
$α$	0.0727	9.37
$β$	0.9105	109.62
$γ_{1}$	-0.0000	-0.18

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts