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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:42.67% (+0.03%)

Analysis last updated: Wednesday, April 16, 2025 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1561	6.00
$α$	0.0745	8.71
$β$	0.8904	73.82
$γ_{1}$	0.0296	1.04
$γ_{2}$	-0.0084	-0.20
$γ_{3}$	-0.0720	-2.43
$γ_{4}$	0.1312	4.87
$γ_{5}$	-0.1757	-5.82
$γ_{6}$	0.1595	4.21
$γ_{7}$	-0.0729	-1.65
$γ_{8}$	-0.0005	-0.01

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts