adidas AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:34.08% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9223 | 10.17 | |
| 0.0625 | 5.19 | |
| 0.8342 | 23.57 | |
| -0.0387 | -1.36 | |
| -0.0044 | -0.10 | |
| 0.1303 | 3.64 | |
| -0.1539 | -3.93 | |
| 0.1007 | 2.42 | |
| -0.0370 | -1.09 | |
| 0.0021 | 0.07 | |
| -0.0051 | -0.21 |
Estimation Period:
Nov 17, 1995 to Mar 13, 2026
Nov 17, 1995 to Mar 13, 2026
News Impact Curve
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