V-Lab
adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:34.25% (-0.75%)
Analysis last updated: Tuesday, November 12, 2024 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 14.93 | |
| 0.0082 | 5.54 | |
| 0.9306 | 411.79 | |
| 0.0755 | 13.11 |
Estimation Period:
Nov 17, 1995 to Nov 8, 2024
Nov 17, 1995 to Nov 8, 2024