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

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V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:36.71% (-0.48%)

Analysis last updated: Tuesday, November 12, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9485	9.71
$α$	0.0613	5.19
$β$	0.8493	26.64
$γ_{1}$	-0.0245	-0.73
$γ_{2}$	-0.0361	-0.69
$γ_{3}$	0.1608	3.90
$γ_{4}$	-0.1703	-4.33
$γ_{5}$	0.1053	3.04
$γ_{6}$	-0.0443	-1.04
$γ_{7}$	0.0190	0.37
$γ_{8}$	-0.0214	-0.59

Estimation Period:
Nov 17, 1995 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts