V-Lab: adidas AG GJR-GARCH Volatility Analysis

V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:29.47% (-0.61%)

Analysis last updated: Thursday, July 3, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1074	15.50
$α$	0.0082	5.49
$β$	0.9276	410.06
$γ$	0.0777	13.75

Estimation Period:
Nov 17, 1995 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts