V-Lab: Continental AG EGARCH Volatility Analysis

V-Lab

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V-Lab

Continental AG EGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.67% (+2.55%)

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
$ω$	0.0239	9.29
$α$	0.1053	38.13
$β$	0.9874	1042.68
$γ$	-0.0584	-17.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts