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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.18% (-0.79%)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1791	6.15
$α$	0.0750	8.75
$β$	0.8897	73.64
$γ_{1}$	0.0325	1.16
$γ_{2}$	-0.0129	-0.31
$γ_{3}$	-0.0688	-2.34
$γ_{4}$	0.1280	4.82
$γ_{5}$	-0.1741	-5.91
$γ_{6}$	0.1619	4.34
$γ_{7}$	-0.0789	-1.80
$γ_{8}$	0.0050	0.15

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts