V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:29.57% (-0.55%)

Analysis last updated: Wednesday, June 25, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0059	2.64
$β$	0.9353	214.72
$γ$	0.0722	14.71
$λ_{1}$	4.1525	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts