adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.83% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 14.94 | |
| 0.0067 | 4.57 | |
| 0.9323 | 419.40 | |
| 0.0726 | 13.42 |
Estimation Period:
Nov 17, 1995 to Jan 30, 2026
Nov 17, 1995 to Jan 30, 2026
News Impact Curve
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