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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:32.69% (-0.90%)

Analysis last updated: Sunday, May 11, 2025 at 02:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9459	9.93
$α$	0.0630	5.28
$β$	0.8420	25.16
$γ_{1}$	-0.0279	-0.89
$γ_{2}$	-0.0272	-0.55
$γ_{3}$	0.1519	3.88
$γ_{4}$	-0.1676	-4.33
$γ_{5}$	0.1073	3.11
$γ_{6}$	-0.0441	-1.30
$γ_{7}$	0.0129	0.31
$γ_{8}$	-0.0138	-0.45

Estimation Period:
Nov 17, 1995 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts