Continental AG GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
28.47%
decreased by 0.96%
1 Week
28.86%
decreased by 0.57%
1 Month
30.16%
increased by 0.73%
Analysis last updated: Saturday, July 18, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1215 | 15.72*** |
α ARCH Response to squared shocks | 0.0780 | 36.06*** |
β GARCH Volatility persistence | 0.8984 | 316.66*** |
Persistence:
0.976
Half-life:
29 days
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