V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:37.94% (+0.12%)

Analysis last updated: Saturday, August 30, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0042	1.84
$β$	0.9415	225.72
$γ$	0.0671	13.83
$λ_{1}$	4.1498	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts