V-Lab: Continental AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Continental AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:30.60% (+5.97%)

Analysis last updated: Wednesday, March 5, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9085	6.83
$α$	0.0684	30.91
$β$	0.9844	415.54
$ν$	5	9.40

Estimation Period:
Jan 2, 1990 to Feb 28, 2025