V-Lab: adidas AG Zero Slope Spline-GARCH Volatility Analysis

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adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:41.15% (-1.99%)

Analysis last updated: Friday, November 7, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9284	10.11
$α$	0.0624	5.18
$β$	0.8362	23.86
$γ_{1}$	-0.0346	-1.18
$γ_{2}$	-0.0138	-0.30
$γ_{3}$	0.1403	3.80
$γ_{4}$	-0.1615	-4.17
$γ_{5}$	0.1059	2.77
$γ_{6}$	-0.0431	-1.36
$γ_{7}$	0.0121	0.36
$γ_{8}$	-0.0149	-0.55

Estimation Period:
Nov 17, 1995 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts