V-Lab: adidas AG MF2-GARCH Volatility Analysis

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V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:23.82% (-0.08%)

Analysis last updated: Tuesday, January 7, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0063	2.89
$β$	0.9368	211.28
$γ$	0.0709	14.39
$λ_{1}$	4.1596	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts