V-Lab: adidas AG GJR-GARCH Volatility Analysis

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V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:52.60% (-1.39%)

Analysis last updated: Tuesday, November 4, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1016	14.63
$α$	0.0062	4.19
$β$	0.9332	421.50
$γ$	0.0736	13.49

Estimation Period:
Nov 17, 1995 to Oct 31, 2025

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