V-Lab: adidas AG APARCH Volatility Analysis

V-Lab

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V-Lab

adidas AG APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.24% (-0.94%)

Analysis last updated: Tuesday, May 7, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0477	20.25
$α$	0.0525	24.79
$β$	0.9368	415.45
$γ$	0.7745	16.43
$δ$	0.8921	21.09

Estimation Period:
Nov 17, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts