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

V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:25.85% (+1.26%)

Analysis last updated: Saturday, August 30, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0846	3.87
$α$	0.0501	23.68
$β$	0.9890	331.98
$ν$	4.6322	7.15

Estimation Period:
Nov 17, 1995 to Aug 29, 2025