V-Lab: Continental AG MF2-GARCH Volatility Analysis

V-Lab

Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:30.52% (+1.52%)

Analysis last updated: Saturday, June 14, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0239	8.67
$β$	0.8715	176.50
$γ$	0.0943	21.92
$λ_{1}$	0.0428	3.57
$λ_{2}$	0.0337	3.52
$λ_{3}$	0.9568	79.62

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts