V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:25.72% (-0.06%)

Analysis last updated: Saturday, September 13, 2025 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0680	16.86
$α$	0.0192	11.56
$β$	0.9332	551.89
$γ$	0.0680	14.84

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

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Volatility Forecasts

Volatility Forecasts