adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:30.81% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 14.95 | |
| 0.0069 | 4.64 | |
| 0.9321 | 415.00 | |
| 0.0726 | 13.35 |
Estimation Period:
Nov 17, 1995 to Dec 12, 2025
Nov 17, 1995 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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