V-Lab: Continental AG MF2-GARCH Volatility Analysis

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Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:32.86% (-0.38%)

Analysis last updated: Sunday, November 30, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0264	9.99
$β$	0.8815	219.45
$γ$	0.0946	22.83
$λ_{1}$	0.0258	3.09
$λ_{2}$	0.0170	4.00
$λ_{3}$	0.9778	162.64

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

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