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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:30.47% (-0.62%)

Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9395	9.85
$α$	0.0631	5.31
$β$	0.8424	25.26
$γ_{1}$	-0.0304	-0.97
$γ_{2}$	-0.0230	-0.47
$γ_{3}$	0.1488	3.81
$γ_{4}$	-0.1657	-4.25
$γ_{5}$	0.1064	3.02
$γ_{6}$	-0.0428	-1.29
$γ_{7}$	0.0096	0.24
$γ_{8}$	-0.0100	-0.34

Estimation Period:
Nov 17, 1995 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts