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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:31.07% (-0.54%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9392	9.85
$α$	0.0628	5.30
$β$	0.8432	25.38
$γ_{1}$	-0.0311	-1.00
$γ_{2}$	-0.0210	-0.43
$γ_{3}$	0.1466	3.77
$γ_{4}$	-0.1642	-4.20
$γ_{5}$	0.1057	2.94
$γ_{6}$	-0.0419	-1.29
$γ_{7}$	0.0076	0.20
$γ_{8}$	-0.0078	-0.27

Estimation Period:
Nov 17, 1995 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts