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 Tuesday, November 12th, 2024:37.75% (+6.88%)

Analysis last updated: Tuesday, November 12, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9294	6.88
$α$	0.0683	31.25
$β$	0.9847	427.22
$ν$	5	9.35

Estimation Period:
Jan 2, 1990 to Nov 8, 2024