V-Lab: Continental AG MF2-GARCH Volatility Analysis

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V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:39.58% (+0.06%)

Analysis last updated: Thursday, November 21, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0258	9.30
$β$	0.8700	181.98
$γ$	0.0936	22.34
$λ_{1}$	0.0550	3.56
$λ_{2}$	0.0441	3.71
$λ_{3}$	0.9438	62.76

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts