V-Lab
Continental AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
32.59%
decreased by 0.21%
1 Week
33.71%
increased by 0.91%
1 Month
36.96%
increased by 4.16%
Analysis last updated: Saturday, August 22, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 17 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1561 | 6.18*** |
α ARCH Response to squared shocks | 0.0784 | 8.56*** |
β GARCH Volatility persistence | 0.8821 | 62.09*** |
Spline Coefficients
K=8
| γ1 | 0.0349 | 1.35 |
| γ2 | -0.0248 | -0.64 |
| γ3 | -0.0442 | -1.66* |
| γ4 | 0.0936 | 3.98*** |
| γ5 | -0.1407 | -5.98*** |
| γ6 | 0.1506 | 5.01*** |
| γ7 | -0.0903 | -2.20** |
| γ8 | 0.0157 | 0.41 |
Persistence:
0.961
Half-life:
17 days
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