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 Wednesday, November 20th, 2024:32.66% (-0.59%)

Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9483	9.71
$α$	0.0612	5.19
$β$	0.8495	26.63
$γ_{1}$	-0.0247	-0.74
$γ_{2}$	-0.0355	-0.68
$γ_{3}$	0.1603	3.90
$γ_{4}$	-0.1702	-4.33
$γ_{5}$	0.1056	3.06
$γ_{6}$	-0.0443	-1.05
$γ_{7}$	0.0184	0.36
$γ_{8}$	-0.0206	-0.58

Estimation Period:
Nov 17, 1995 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts