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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:27.90% (-0.11%)

Analysis last updated: Saturday, August 30, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1926	6.21
$α$	0.0742	8.78
$β$	0.8910	75.20
$γ_{1}$	0.0348	1.26
$γ_{2}$	-0.0176	-0.42
$γ_{3}$	-0.0633	-2.17
$γ_{4}$	0.1223	4.70
$γ_{5}$	-0.1724	-6.09
$γ_{6}$	0.1691	4.69
$γ_{7}$	-0.0947	-2.22
$γ_{8}$	0.0194	0.58

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts