V-Lab: adidas AG GJR-GARCH Volatility Analysis

V-Lab

adidas AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:32.07% (-0.38%)

Analysis last updated: Saturday, September 13, 2025 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1025	14.66
$α$	0.0067	4.52
$β$	0.9322	410.83
$γ$	0.0737	13.27

Estimation Period:
Nov 17, 1995 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts