V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:25.68% (+0.11%)

Analysis last updated: Saturday, August 30, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0237	8.68
$β$	0.8723	176.84
$γ$	0.0937	21.89
$λ_{1}$	0.0470	3.42
$λ_{2}$	0.0361	3.26
$λ_{3}$	0.9532	68.05

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts