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

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 ·

Parameter Estimates

	param	t-stat
$ω$	1.1782	6.13
$α$	0.0753	8.79
$β$	0.8893	73.70
$γ_{1}$	0.0327	1.17
$γ_{2}$	-0.0142	-0.34
$γ_{3}$	-0.0662	-2.27
$γ_{4}$	0.1250	4.77
$γ_{5}$	-0.1728	-6.00
$γ_{6}$	0.1648	4.50
$γ_{7}$	-0.0861	-1.99
$γ_{8}$	0.0116	0.34

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts