V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:39.85% (-0.98%)

Analysis last updated: Sunday, May 11, 2025 at 02:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0050	2.23
$β$	0.9393	220.97
$γ$	0.0698	14.12
$λ_{1}$	4.1907	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts