V-Lab: adidas AG MF2-GARCH Volatility Analysis

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V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:34.04% (-0.68%)

Analysis last updated: Tuesday, November 12, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0058	2.66
$β$	0.9386	214.89
$γ$	0.0699	14.08
$λ_{1}$	4.1959	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts