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

V-Lab

Continental AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:24.73% (+1.68%)

Analysis last updated: Saturday, June 14, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9279	6.87
$α$	0.0690	31.07
$β$	0.9840	406.46
$ν$	5.1436	9.50

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