V-Lab: adidas AG GJR-GARCH Volatility Analysis

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adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:27.20% (-0.13%)

Analysis last updated: Wednesday, October 15, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1032	14.72
$α$	0.0067	4.53
$β$	0.9318	412.87
$γ$	0.0739	13.28

Estimation Period:
Nov 17, 1995 to Oct 10, 2025

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