V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:39.84% (+8.59%)

Analysis last updated: Tuesday, November 12, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0252	9.12
$β$	0.8721	186.12
$γ$	0.0938	22.56
$λ_{1}$	0.0522	3.72
$λ_{2}$	0.0410	3.88
$λ_{3}$	0.9473	70.44

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts