V-Lab: Continental AG EGARCH Volatility Analysis

V-Lab

Continental AG EGARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:25.35% (+1.76%)

Analysis last updated: Saturday, June 14, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0254	9.43
$α$	0.1064	39.05
$β$	0.9866	999.59
$γ$	-0.0600	-17.92

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts