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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:86.13% (-5.08%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1465	6.15
$α$	0.0795	8.56
$β$	0.8803	60.51
$γ_{1}$	0.0311	1.15
$γ_{2}$	-0.0137	-0.34
$γ_{3}$	-0.0624	-2.25
$γ_{4}$	0.1180	4.76
$γ_{5}$	-0.1628	-6.00
$γ_{6}$	0.1525	4.24
$γ_{7}$	-0.0660	-1.38
$γ_{8}$	-0.0111	-0.26

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts