V-Lab: adidas AG MF2-GARCH Volatility Analysis

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V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:32.45% (-0.42%)

Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0058	2.66
$β$	0.9387	214.61
$γ$	0.0697	14.05
$λ_{1}$	4.1898	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts