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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0397	19.89***
α ARCH Response to squared shocks	0.0601	37.70***
β GARCH Volatility persistence	0.9373	570.81***
γ leverage Additional response to negative shocks	0.6106	19.97***
δ power Transformation power	1.0910	26.26***

V-Lab

Continental AG APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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