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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:34.62% (-0.91%)

Analysis last updated: Sunday, May 11, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1558	6.02
$α$	0.0748	8.71
$β$	0.8897	73.36
$γ_{1}$	0.0298	1.05
$γ_{2}$	-0.0091	-0.21
$γ_{3}$	-0.0709	-2.41
$γ_{4}$	0.1299	4.88
$γ_{5}$	-0.1751	-5.90
$γ_{6}$	0.1607	4.29
$γ_{7}$	-0.0758	-1.73
$γ_{8}$	0.0021	0.06

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts