V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:53.29% (-2.54%)

Analysis last updated: Wednesday, April 16, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0030	1.71
$β$	0.8875	173.61
$γ$	0.0968	24.68
$λ_{1}$	0.0184	2.21
$λ_{2}$	0.0105	1.64
$λ_{3}$	0.9848	139.96

Estimation Period:
Nov 17, 1995 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts