V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:30.78% (+1.31%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0044	1.92
$β$	0.9405	223.81
$γ$	0.0677	13.97
$λ_{1}$	4.1400	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts