adidas AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:40.87% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 14.65 | |
| 0.0062 | 4.24 | |
| 0.9344 | 424.33 | |
| 0.0716 | 13.49 |
Estimation Period:
Nov 17, 1995 to Nov 21, 2025
Nov 17, 1995 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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