V-Lab: adidas AG GJR-GARCH Volatility Analysis

V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:42.76% (-1.22%)

Analysis last updated: Tuesday, April 29, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0988	14.94
$α$	0.0071	4.82
$β$	0.9323	426.11
$γ$	0.0751	13.79

Estimation Period:
Nov 17, 1995 to Apr 25, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts