V-Lab
adidas AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
27.66%
increased by 0.59%
1 Week
27.76%
increased by 0.69%
1 Month
28.15%
increased by 1.08%
Analysis last updated: Sunday, July 26, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 1995 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 63 trading days, meaning a shock loses half its impact after approximately 63 days. Returns follow a Student-t distribution with v = 4.62 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.1027 | 3.84*** |
α ARCH Response to squared shocks | 0.0491 | 23.52*** |
β GARCH Volatility persistence | 0.9891 | 334.39*** |
ν DF Student-t tail thickness | 4.6243 | 7.12*** |
Persistence:
0.989
Half-life:
63 days
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