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, November 20th, 2024:38.86% (+0.03%)

Analysis last updated: Thursday, November 21, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9751	6.77
$α$	0.0683	31.25
$β$	0.9849	424.88
$ν$	5	9.40

Estimation Period:
Jan 2, 1990 to Nov 15, 2024