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, December 1st, 2025:33.84% (-0.62%)

Analysis last updated: Sunday, November 30, 2025 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1384	6.19
$α$	0.0793	8.49
$β$	0.8792	58.94
$γ_{1}$	0.0318	1.19
$γ_{2}$	-0.0160	-0.40
$γ_{3}$	-0.0584	-2.16
$γ_{4}$	0.1131	4.73
$γ_{5}$	-0.1597	-6.21
$γ_{6}$	0.1550	4.54
$γ_{7}$	-0.0746	-1.63
$γ_{8}$	-0.0027	-0.07

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts