V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:22.98% (-0.27%)

Analysis last updated: Saturday, August 23, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0686	16.92
$α$	0.0194	11.58
$β$	0.9328	549.38
$γ$	0.0684	14.84

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts