adidas AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.52%
decreased by 0.75%
1 Week
33.47%
decreased by 0.80%
1 Month
33.32%
decreased by 0.95%
Analysis last updated: Thursday, May 21, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 14.99 | |
| 0.0070 | 4.82 | |
| 0.9327 | 421.68 | |
| 0.0715 | 13.26 |
Estimation Period:
Nov 17, 1995 to May 15, 2026
Nov 17, 1995 to May 15, 2026
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