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

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Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:38.96% (-1.06%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1408	6.19
$α$	0.0771	8.45
$β$	0.8829	61.26
$γ_{1}$	0.0310	1.16
$γ_{2}$	-0.0141	-0.35
$γ_{3}$	-0.0608	-2.22
$γ_{4}$	0.1155	4.75
$γ_{5}$	-0.1612	-6.10
$γ_{6}$	0.1539	4.39
$γ_{7}$	-0.0704	-1.51
$γ_{8}$	-0.0070	-0.17

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts