V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.61% (-0.63%)

Analysis last updated: Saturday, May 31, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0237	8.55
$β$	0.8711	174.71
$γ$	0.0944	21.87
$λ_{1}$	0.0432	3.49
$λ_{2}$	0.0346	3.45
$λ_{3}$	0.9558	76.21

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts