adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:36.26% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1053 | 15.06 | |
| 0.0070 | 4.72 | |
| 0.9316 | 416.81 | |
| 0.0728 | 13.35 |
Estimation Period:
Nov 17, 1995 to Mar 6, 2026
Nov 17, 1995 to Mar 6, 2026
News Impact Curve
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