V-Lab: adidas AG GJR-GARCH Volatility Analysis

V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:62.45% (+37.24%)

Analysis last updated: Thursday, July 31, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1086	15.57
$α$	0.0083	5.55
$β$	0.9267	406.64
$γ$	0.0784	13.83

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

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Volatility Forecasts

Volatility Forecasts