V-Lab: Continental AG Asy. Power MEM Volatility Analysis

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V-Lab

Continental AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:43.23% (+3.82%)

Analysis last updated: Tuesday, November 12, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1050	19.90
$α$	0.1502	54.76
$β$	0.8252	250.38
$γ$	0.1591	21.39
$δ$	1.3960	29.69

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts