V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.09% (-0.62%)

Analysis last updated: Saturday, May 31, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0054	2.42
$β$	0.9372	218.47
$γ$	0.0711	14.46
$λ_{1}$	4.0928	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0182	0.00

Estimation Period:
Nov 17, 1995 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts