adidas AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.44%
decreased by 0.64%
1 Week
33.40%
decreased by 0.68%
1 Month
33.24%
decreased by 0.84%
Analysis last updated: Thursday, May 21, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0042 | 1.84 | |
| 0.9440 | 230.14 | |
| 0.0635 | 13.40 | |
| 4.1372 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 17, 1995 to May 15, 2026
Nov 17, 1995 to May 15, 2026
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