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 ·

All

graph of adidas AG S0GARCH
paramt-stat
ω0.93929.85
α0.06285.30
β0.843225.38
γ1-0.0311-1.00
γ2-0.0210-0.43
γ30.14663.77
γ4-0.1642-4.20
γ50.10572.94
γ6-0.0419-1.29
γ70.00760.20
γ8-0.0078-0.27
Estimation Period:
Nov 17, 1995 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts