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V-Lab

adidas AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

27.87%

decreased by 1.12%

1 Week

27.97%

decreased by 1.02%

1 Month

28.33%

decreased by 0.66%

Analysis last updated: Tuesday, July 21, 2026 at 06:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of adidas AG GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 1995 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 64 trading days, meaning a shock loses half its impact after approximately 64 days. Returns follow a Student-t distribution with v = 4.62 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.1098
3.84***
α

ARCH

Response to squared shocks

0.0490
23.57***
β

GARCH

Volatility persistence

0.9892
335.89***
ν

DF

Student-t tail thickness

4.6221
7.14***

Persistence:

0.989

Half-life:

64 days