adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.37% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1061 | 15.11 | |
| 0.0071 | 4.80 | |
| 0.9311 | 413.09 | |
| 0.0729 | 13.30 |
Estimation Period:
Nov 17, 1995 to Feb 20, 2026
Nov 17, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities