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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:33.48% (+0.70%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9291	10.04
$α$	0.0636	5.25
$β$	0.8344	23.71
$γ_{1}$	-0.0337	-1.13
$γ_{2}$	-0.0165	-0.35
$γ_{3}$	0.1437	3.84
$γ_{4}$	-0.1637	-4.24
$γ_{5}$	0.1066	2.88
$γ_{6}$	-0.0427	-1.35
$γ_{7}$	0.0101	0.29
$γ_{8}$	-0.0120	-0.43

Estimation Period:
Nov 17, 1995 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts