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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:31.43% (+0.60%)

Analysis last updated: Saturday, August 30, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9324	10.08
$α$	0.0636	5.24
$β$	0.8341	23.63
$γ_{1}$	-0.0326	-1.09
$γ_{2}$	-0.0184	-0.39
$γ_{3}$	0.1453	3.88
$γ_{4}$	-0.1647	-4.29
$γ_{5}$	0.1071	2.95
$γ_{6}$	-0.0433	-1.37
$γ_{7}$	0.0112	0.31
$γ_{8}$	-0.0130	-0.46

Estimation Period:
Nov 17, 1995 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts