V-Lab: adidas AG Asy. MEM Volatility Analysis

V-Lab

adidas AG Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.37% (-0.54%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1519	30.06
$α$	0.1310	34.41
$β$	0.7986	255.23
$γ$	0.0636	8.71

Estimation Period:
Nov 17, 1995 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts