V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:28.97% (+1.58%)

Analysis last updated: Wednesday, July 16, 2025 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0239	8.70
$β$	0.8722	178.26
$γ$	0.0941	21.98
$λ_{1}$	0.0435	3.58
$λ_{2}$	0.0336	3.51
$λ_{3}$	0.9566	79.04

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts