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

V-Lab

Continental AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:28.48% (+0.80%)

Analysis last updated: Saturday, June 14, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1649	6.06
$α$	0.0752	8.76
$β$	0.8892	73.32
$γ_{1}$	0.0310	1.10
$γ_{2}$	-0.0114	-0.27
$γ_{3}$	-0.0683	-2.34
$γ_{4}$	0.1270	4.83
$γ_{5}$	-0.1738	-5.98
$γ_{6}$	0.1635	4.43
$γ_{7}$	-0.0824	-1.89
$γ_{8}$	0.0082	0.24

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts