V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:61.89% (+37.14%)

Analysis last updated: Wednesday, March 5, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0609	15.66
$α$	0.0163	10.79
$β$	0.9379	577.86
$γ$	0.0677	16.17

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts