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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:29.78% (+2.58%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1646	6.05
$α$	0.0752	8.77
$β$	0.8893	73.47
$γ_{1}$	0.0309	1.10
$γ_{2}$	-0.0113	-0.27
$γ_{3}$	-0.0683	-2.33
$γ_{4}$	0.1271	4.83
$γ_{5}$	-0.1740	-5.98
$γ_{6}$	0.1639	4.44
$γ_{7}$	-0.0833	-1.91
$γ_{8}$	0.0092	0.27

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts