V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:23.64% (+0.48%)

Analysis last updated: Thursday, July 31, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0691	16.97
$α$	0.0194	11.57
$β$	0.9326	547.65
$γ$	0.0686	14.84

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts