V-Lab: adidas AG Asy. Power MEM Volatility Analysis

V-Lab

adidas AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:25.56% (-1.00%)

Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0840	24.61
$α$	0.1707	62.39
$β$	0.8021	243.29
$γ$	0.1459	19.31
$δ$	0.9789	24.49

Estimation Period:
Nov 17, 1995 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts