V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:73.69% (+46.18%)

Analysis last updated: Wednesday, March 5, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0247	9.13
$β$	0.8743	192.33
$γ$	0.0942	22.78
$λ_{1}$	0.0490	3.91
$λ_{2}$	0.0373	4.09
$λ_{3}$	0.9517	81.44

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts