V-Lab
V-Lab
adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 22nd, 2025:33.61% (-0.81%)
Analysis last updated: Thursday, May 22, 2025 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of adidas AG GJR-GARCH
paramt-stat
ω0.100415.05
α0.00734.94
β0.9315422.85
γ0.075313.82
Estimation Period:
Nov 17, 1995 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts