V-Lab: Continental AG MF2-GARCH Volatility Analysis

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Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:37.17% (-0.99%)

Analysis last updated: Friday, November 7, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0253	9.70
$β$	0.8850	218.94
$γ$	0.0929	22.43
$λ_{1}$	0.0254	3.02
$λ_{2}$	0.0174	3.91
$λ_{3}$	0.9775	156.81

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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