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, October 17th, 2025:32.09% (+0.18%)

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
$ω$	0.9310	10.08
$α$	0.0628	5.20
$β$	0.8361	23.85
$γ_{1}$	-0.0340	-1.15
$γ_{2}$	-0.0152	-0.33
$γ_{3}$	0.1417	3.81
$γ_{4}$	-0.1621	-4.19
$γ_{5}$	0.1056	2.81
$γ_{6}$	-0.0416	-1.32
$γ_{7}$	0.0085	0.25
$γ_{8}$	-0.0104	-0.38

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts