V-Lab: adidas AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:31.04% (+6.07%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0057	2.61
$β$	0.9382	215.83
$γ$	0.0701	14.31
$λ_{1}$	4.1563	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts