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

V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:28.47% (-0.97%)

Analysis last updated: Saturday, August 9, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1008	3.86
$α$	0.0501	23.70
$β$	0.9890	331.99
$ν$	4.6248	7.18

Estimation Period:
Nov 17, 1995 to Aug 8, 2025