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

V-Lab

| |

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:44.51% (-0.78%)

Analysis last updated: Friday, April 19, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8779	10.18
$α$	0.0588	5.18
$β$	0.8697	32.93
$γ_{1}$	-0.0599	-5.12
$γ_{2}$	0.0971	5.40
$γ_{3}$	-0.0549	-3.98
$γ_{4}$	0.0327	2.00
$γ_{5}$	-0.0239	-1.70

Estimation Period:
Nov 17, 1995 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts