V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:109.18% (-5.48%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0248	9.58
$β$	0.8869	210.05
$γ$	0.0937	22.23
$λ_{1}$	0.0252	2.83
$λ_{2}$	0.0177	3.65
$λ_{3}$	0.9774	145.50

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts