V-Lab
V-Lab
Continental AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:78.80% (-3.02%)
Analysis last updated: Tuesday, October 7, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Continental AG GJR-GARCH
paramt-stat
ω0.091419.15
α0.020611.30
β0.9232463.23
γ0.078214.14
Estimation Period:
Jan 2, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts