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, March 5th, 2025:32.65% (+4.38%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9577	9.74
$α$	0.0602	5.20
$β$	0.8538	27.29
$γ_{1}$	-0.0255	-0.78
$γ_{2}$	-0.0313	-0.61
$γ_{3}$	0.1541	3.79
$γ_{4}$	-0.1671	-4.23
$γ_{5}$	0.1052	3.05
$γ_{6}$	-0.0417	-1.12
$γ_{7}$	0.0082	0.18
$γ_{8}$	-0.0078	-0.24

Estimation Period:
Nov 17, 1995 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts