adidas AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
30.64%
decreased by 0.20%
1 Week
31.61%
increased by 0.77%
1 Month
33.59%
increased by 2.75%
Analysis last updated: Sunday, October 25, 2026 at 02:54 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 1995 to Oct 23, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9325 | 10.44*** |
| αARCH | 0.0614 | 5.17*** |
| βGARCH | 0.8350 | 23.91*** |
Spline Coefficients
K=8
| γ1 | -0.0377 | -1.41 |
| γ2 | 0.0003 | 0.01 |
| γ3 | 0.1176 | 3.46*** |
| γ4 | -0.1423 | -3.62*** |
| γ5 | 0.0936 | 2.02** |
| γ6 | -0.0308 | -0.77 |
| γ7 | -0.0067 | -0.22 |
| γ8 | 0.0030 | 0.13 |
0.896
Persistence6d
Half-lifeτ
Zero Slope Spline-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9325 | 10.44*** |
α ARCH Response to squared shocks | 0.0614 | 5.17*** |
β GARCH Volatility persistence | 0.8350 | 23.91*** |
Spline Coefficients
K=8
| γ1 | -0.0377 | -1.41 |
| γ2 | 0.0003 | 0.01 |
| γ3 | 0.1176 | 3.46*** |
| γ4 | -0.1423 | -3.62*** |
| γ5 | 0.0936 | 2.02** |
| γ6 | -0.0308 | -0.77 |
| γ7 | -0.0067 | -0.22 |
| γ8 | 0.0030 | 0.13 |
Persistence:
0.896
Half-life:
6 days
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