V-Lab: Continental AG Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:46.64% (-1.49%)

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
$ω$	1.1614	6.32
$α$	0.0788	8.55
$β$	0.8806	60.84
$γ_{1}$	0.0331	1.24
$γ_{2}$	-0.0165	-0.42
$γ_{3}$	-0.0606	-2.21
$γ_{4}$	0.1163	4.77
$γ_{5}$	-0.1619	-6.08
$γ_{6}$	0.1534	4.34
$γ_{7}$	-0.0688	-1.46
$γ_{8}$	-0.0084	-0.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts