V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:29.86% (+0.70%)
Analysis last updated: Wednesday, July 16, 2025 at 01:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Continental AG S0GARCH
paramt-stat
ω1.17826.13
α0.07538.79
β0.889373.70
γ10.03271.17
γ2-0.0142-0.34
γ3-0.0662-2.27
γ40.12504.77
γ5-0.1728-6.00
γ60.16484.50
γ7-0.0861-1.99
γ80.01160.34
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts