V-Lab: adidas AG MF2-GARCH Volatility Analysis

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adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:37.07% (-0.78%)

Analysis last updated: Sunday, November 30, 2025 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0037	1.60
$β$	0.9445	235.41
$γ$	0.0642	13.52
$λ_{1}$	4.1464	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Nov 28, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts