V-Lab
Continental AG Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
44.12%
decreased by 1.81%
1 Week
42.68%
decreased by 3.25%
1 Month
38.41%
decreased by 7.52%
Analysis last updated: Friday, August 7, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 31, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 59% more than equivalent positive returns. The volatility power δ = 1.34 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1043 | 20.34*** |
α ARCH Response to squared shocks | 0.1515 | 55.89*** |
β GARCH Volatility persistence | 0.8236 | 252.65*** |
γ leverage Additional response to negative shocks | 0.1715 | 23.29*** |
δ power Transformation power | 1.3370 | 29.22*** |
Persistence:
0.950
Half-life:
14 days
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