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

V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:25.09% (+0.52%)

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
$ω$	4.0838	3.92
$α$	0.0506	23.85
$β$	0.9889	334.20
$ν$	4.6701	7.13

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