V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:33.67% (+3.77%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0240	8.73
$β$	0.8720	177.77
$γ$	0.0941	21.94
$λ_{1}$	0.0426	3.61
$λ_{2}$	0.0332	3.55
$λ_{3}$	0.9572	81.40

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts