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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:30.26% (-0.18%)

Analysis last updated: Wednesday, June 25, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9399	9.84
$α$	0.0629	5.30
$β$	0.8431	25.37
$γ_{1}$	-0.0305	-0.98
$γ_{2}$	-0.0224	-0.46
$γ_{3}$	0.1480	3.80
$γ_{4}$	-0.1651	-4.23
$γ_{5}$	0.1061	2.99
$γ_{6}$	-0.0425	-1.29
$γ_{7}$	0.0087	0.22
$γ_{8}$	-0.0090	-0.31

Estimation Period:
Nov 17, 1995 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts