V-Lab: adidas AG APARCH Volatility Analysis

V-Lab

adidas AG APARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:28.52% (+1.27%)

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
$ω$	0.0465	20.74
$α$	0.0505	25.14
$β$	0.9391	441.50
$γ$	0.7994	16.75
$δ$	0.9004	22.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts