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

V-Lab

Continental AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:35.27% (-1.61%)

Analysis last updated: Sunday, May 11, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9604	6.78
$α$	0.0686	31.01
$β$	0.9843	408.76
$ν$	5.1369	9.50

Estimation Period:
Jan 2, 1990 to May 9, 2025