V-Lab: adidas AG GAS-GARCH Student T Volatility Analysis

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V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.88% (-0.61%)

Analysis last updated: Saturday, May 18, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1175	3.87
$α$	0.0506	24.74
$β$	0.9895	350.40
$ν$	5	7.37

Estimation Period:
Nov 17, 1995 to May 17, 2024