Skip to main content
V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:31.72% (-0.22%)
Analysis last updated: Saturday, December 20, 2025 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of adidas AG S0GARCH
paramt-stat
ω0.928210.19
α0.06235.16
β0.834623.48
γ1-0.0357-1.24
γ2-0.0108-0.24
γ30.13693.77
γ4-0.1588-4.10
γ50.10382.64
γ6-0.0400-1.24
γ70.00660.20
γ8-0.0093-0.36
Estimation Period:
Nov 17, 1995 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts