V-Lab: adidas AG GAS-GARCH Student T Volatility Analysis

V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:29.33% (-0.82%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0926	3.92
$α$	0.0503	23.90
$β$	0.9890	337.55
$ν$	4.6822	7.11

Estimation Period:
Nov 17, 1995 to Jul 11, 2025