V-Lab: adidas AG MF2-GARCH Volatility Analysis

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adidas AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:26.82% (-0.34%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0043	1.87
$β$	0.9407	226.68
$γ$	0.0676	14.04
$λ_{1}$	4.1404	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 17, 1995 to Oct 10, 2025

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