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

V-Lab

| |

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:30.26% (+4.58%)

Analysis last updated: Tuesday, January 7, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1645	5.92
$α$	0.0763	8.84
$β$	0.8892	73.23
$γ_{1}$	0.0285	0.97
$γ_{2}$	-0.0053	-0.12
$γ_{3}$	-0.0772	-2.52
$γ_{4}$	0.1376	4.87
$γ_{5}$	-0.1797	-5.58
$γ_{6}$	0.1576	3.98
$γ_{7}$	-0.0700	-1.56
$γ_{8}$	0.0006	0.02

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts