V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:28.04% (+3.30%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0696	17.03
$α$	0.0195	11.63
$β$	0.9324	545.58
$γ$	0.0686	14.80

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts