V-Lab
adidas AG Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
33.27%
1 Week
31.86%
1 Month
28.17%
Analysis last updated: Friday, September 11, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 1995 to Sep 4, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 33% more than equivalent positive returns. The volatility power δ = 0.93 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0829 | 6.32*** |
| αARCH | 0.1696 | 16.02*** |
| βGARCH | 0.8023 | 62.15*** |
| γleverage | 0.1533 | 5.10*** |
| δpower | 0.9269 | 6.02*** |
0.937
Persistence11d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0829 | 6.32*** |
α ARCH Response to squared shocks | 0.1696 | 16.02*** |
β GARCH Volatility persistence | 0.8023 | 62.15*** |
γ leverage Additional response to negative shocks | 0.1533 | 5.10*** |
δ power Transformation power | 0.9269 | 6.02*** |
Persistence:
0.937
Half-life:
11 days
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