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

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V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:47.20% (-1.27%)

Analysis last updated: Thursday, November 21, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1634	5.90
$α$	0.0742	8.71
$β$	0.8926	75.16
$γ_{1}$	0.0283	0.95
$γ_{2}$	-0.0041	-0.09
$γ_{3}$	-0.0795	-2.54
$γ_{4}$	0.1399	4.81
$γ_{5}$	-0.1798	-5.41
$γ_{6}$	0.1532	3.80
$γ_{7}$	-0.0608	-1.34
$γ_{8}$	-0.0082	-0.24

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts