V-Lab: Continental AG MF2-GARCH Volatility Analysis

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Continental AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:57.67% (-2.53%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0255	9.82
$β$	0.8859	212.74
$γ$	0.0918	21.99
$λ_{1}$	0.0250	2.98
$λ_{2}$	0.0173	3.85
$λ_{3}$	0.9778	155.87

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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