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

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Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:36.43% (-0.95%)

Analysis last updated: Saturday, November 15, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1670	6.39
$α$	0.0779	8.46
$β$	0.8814	60.20
$γ_{1}$	0.0347	1.32
$γ_{2}$	-0.0194	-0.49
$γ_{3}$	-0.0581	-2.14
$γ_{4}$	0.1138	4.70
$γ_{5}$	-0.1606	-6.13
$γ_{6}$	0.1550	4.45
$γ_{7}$	-0.0730	-1.57
$γ_{8}$	-0.0047	-0.11

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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Volatility Forecasts