adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:27.20% (-0.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.1032 | 14.72 | |
0.0067 | 4.53 | |
0.9318 | 412.87 | |
0.0739 | 13.28 |
Estimation Period:
Nov 17, 1995 to Oct 10, 2025
Nov 17, 1995 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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