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

V-Lab

Continental AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:42.74% (-2.49%)

Analysis last updated: Thursday, April 17, 2025 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9858	6.73
$α$	0.0688	31.00
$β$	0.9844	407.43
$ν$	5.1233	9.54

Estimation Period:
Jan 2, 1990 to Apr 11, 2025