V-Lab
Continental AG EGARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
35.04%
decreased by 0.47%
1 Week
35.21%
decreased by 0.30%
1 Month
35.83%
increased by 0.32%
Analysis last updated: Friday, August 7, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 31, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 286% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0304 | 10.84*** |
α ARCH Response to squared shocks | 0.1113 | 41.04*** |
β GARCH Volatility persistence | 0.9839 | 917.80*** |
γ leverage Additional response to negative shocks | -0.0655 | -19.40*** |
Persistence:
0.984
Half-life:
43 days
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