adidas AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
26.89%
decreased by 0.44%
1 Week
27.01%
decreased by 0.32%
1 Month
27.45%
increased by 0.12%
Analysis last updated: Sunday, October 25, 2026 at 02:54 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 1995 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 67 trading days, meaning a shock loses half its impact after approximately 67 days. Returns follow a Student-t distribution with v = 4.86 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 67-day half-lifev = 4.86 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 4.1704 | 0.97 |
| αscore | 0.0494 | 6.00*** |
| βpersistence | 0.9897 | 88.16*** |
| νDF | 4.8594 | 1.68* |
0.990
Persistence67d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 4.1704 | 0.97 |
α score Weight on the scaled score | 0.0494 | 6.00*** |
β persistence Volatility persistence | 0.9897 | 88.16*** |
ν DF Student-t tail thickness | 4.8594 | 1.68* |
Persistence:
0.990
Half-life:
67 days
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