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 Monday, December 1st, 2025:32.70% (-0.68%)

Analysis last updated: Sunday, November 30, 2025 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9316	10.22
$α$	0.0622	5.15
$β$	0.8349	23.54
$γ_{1}$	-0.0342	-1.18
$γ_{2}$	-0.0136	-0.30
$γ_{3}$	0.1393	3.81
$γ_{4}$	-0.1606	-4.16
$γ_{5}$	0.1051	2.72
$γ_{6}$	-0.0415	-1.30
$γ_{7}$	0.0092	0.28
$γ_{8}$	-0.0120	-0.46

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

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Volatility Forecasts

Volatility Forecasts