V-Lab
adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:32.37% (-0.48%)
Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1000 | 14.94 | |
| 0.0082 | 5.54 | |
| 0.9307 | 411.63 | |
| 0.0753 | 13.10 |
Estimation Period:
Nov 17, 1995 to Nov 15, 2024
Nov 17, 1995 to Nov 15, 2024