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

V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:30.27% (+1.53%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0914	3.86
$α$	0.0499	23.66
$β$	0.9890	332.32
$ν$	4.6300	7.14

Estimation Period:
Nov 17, 1995 to Sep 19, 2025