V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:28.48% (+0.80%)
Analysis last updated: Saturday, June 14, 2025 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Continental AG S0GARCH
paramt-stat
ω1.16496.06
α0.07528.76
β0.889273.32
γ10.03101.10
γ2-0.0114-0.27
γ3-0.0683-2.34
γ40.12704.83
γ5-0.1738-5.98
γ60.16354.43
γ7-0.0824-1.89
γ80.00820.24
Estimation Period:
Jan 2, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts