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

V-Lab

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V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:29.21% (+1.52%)

Analysis last updated: Tuesday, January 7, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9498	9.66
$α$	0.0612	5.23
$β$	0.8515	27.02
$γ_{1}$	-0.0258	-0.78
$γ_{2}$	-0.0327	-0.63
$γ_{3}$	0.1571	3.82
$γ_{4}$	-0.1684	-4.26
$γ_{5}$	0.1049	3.04
$γ_{6}$	-0.0423	-1.06
$γ_{7}$	0.0119	0.24
$γ_{8}$	-0.0124	-0.36

Estimation Period:
Nov 17, 1995 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts