V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:25.41% (-0.47%)

Analysis last updated: Monday, July 7, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0691	16.97
$α$	0.0192	11.52
$β$	0.9328	548.40
$γ$	0.0685	14.86

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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Volatility Forecasts

Volatility Forecasts