V-Lab: adidas AG GARCH Volatility Analysis

V-Lab

adidas AG GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:27.16% (-0.30%)

Analysis last updated: Saturday, June 21, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1093	11.70
$α$	0.0492	23.12
$β$	0.9226	262.39

Estimation Period:
Nov 17, 1995 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts