V-Lab: adidas AG MF2-GARCH Volatility Analysis

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adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:48.40% (-1.20%)

Analysis last updated: Friday, November 7, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0035	1.52
$β$	0.9437	238.90
$γ$	0.0660	13.78
$λ_{1}$	4.1912	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Oct 31, 2025

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