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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Continental AG APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 31, 2026

Model 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

ParameterValuet-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