V-Lab: Continental AG Spline-GARCH Volatility Analysis

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V-Lab

Continental AG Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:52.47% (+1.39%)

Analysis last updated: Wednesday, November 12, 2025 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1321	6.03
$α$	0.0752	8.56
$β$	0.8844	66.37
$γ_{1}$	0.0181	0.40
$γ_{2}$	0.0251	0.35
$γ_{3}$	-0.0760	-1.34
$γ_{4}$	0.0060	0.11
$γ_{5}$	0.1325	2.82
$γ_{6}$	-0.2391	-5.23
$γ_{7}$	0.1831	3.58
$γ_{8}$	0.0083	0.16
$γ_{9}$	-0.1475	-2.30
$γ_{10}$	0.2580	1.60

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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