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

V-Lab

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V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:54.58% (+21.14%)

Analysis last updated: Tuesday, November 12, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1761	5.95
$α$	0.0750	8.74
$β$	0.8916	74.65
$γ_{1}$	0.0293	0.99
$γ_{2}$	-0.0053	-0.12
$γ_{3}$	-0.0794	-2.53
$γ_{4}$	0.1404	4.79
$γ_{5}$	-0.1807	-5.39
$γ_{6}$	0.1544	3.80
$γ_{7}$	-0.0635	-1.40
$γ_{8}$	-0.0047	-0.14

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts