V-Lab: adidas AG GJR-GARCH Volatility Analysis

V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:40.25% (-1.03%)

Analysis last updated: Saturday, August 23, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1008	14.54
$α$	0.0065	4.37
$β$	0.9331	413.23
$γ$	0.0733	13.30

Estimation Period:
Nov 17, 1995 to Aug 22, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts