V-Lab
V-Lab
adidas AG GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:27.92% (-0.37%)

Analysis last updated: Thursday, April 18, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of adidas AG GARCH
paramt-stat
ω0.097710.76
α0.047422.04
β0.9274268.04
Estimation Period:
Nov 17, 1995 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts