V-Lab: Continental AG GJR-GARCH Volatility Analysis

V-Lab

Continental AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:38.21% (+2.39%)

Analysis last updated: Tuesday, April 29, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0651	16.54
$α$	0.0178	11.04
$β$	0.9360	564.90
$γ$	0.0667	15.02

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

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Volatility Forecasts

Volatility Forecasts