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 ·

All

graph of adidas AG S0GARCH
paramt-stat
ω0.93959.85
α0.06315.31
β0.842425.26
γ1-0.0304-0.97
γ2-0.0230-0.47
γ30.14883.81
γ4-0.1657-4.25
γ50.10643.02
γ6-0.0428-1.29
γ70.00960.24
γ8-0.0100-0.34
Estimation Period:
Nov 17, 1995 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts