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

V-Lab

Continental AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.63% (-1.58%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9394	6.50
$α$	0.0684	30.13
$β$	0.9841	388.07
$ν$	5.0637	9.30

Estimation Period:
Jan 2, 1990 to Sep 19, 2025