V-Lab: adidas AG GJR-GARCH Volatility Analysis

V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:27.23% (-0.48%)

Analysis last updated: Tuesday, October 7, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1035	14.73
$α$	0.0068	4.55
$β$	0.9317	411.52
$γ$	0.0741	13.28

Estimation Period:
Nov 17, 1995 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts