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

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V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:61.01% (+31.43%)

Analysis last updated: Wednesday, March 5, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1644	5.94
$α$	0.0748	8.79
$β$	0.8910	74.61
$γ_{1}$	0.0293	1.01
$γ_{2}$	-0.0071	-0.16
$γ_{3}$	-0.0745	-2.45
$γ_{4}$	0.1346	4.85
$γ_{5}$	-0.1788	-5.71
$γ_{6}$	0.1612	4.14
$γ_{7}$	-0.0762	-1.72
$γ_{8}$	0.0051	0.15

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts