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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:30.17% (-0.49%)

Analysis last updated: Saturday, May 31, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9401	9.87
$α$	0.0626	5.26
$β$	0.8427	25.21
$γ_{1}$	-0.0297	-0.95
$γ_{2}$	-0.0243	-0.50
$γ_{3}$	0.1500	3.84
$γ_{4}$	-0.1664	-4.29
$γ_{5}$	0.1066	3.06
$γ_{6}$	-0.0431	-1.29
$γ_{7}$	0.0108	0.27
$γ_{8}$	-0.0116	-0.39

Estimation Period:
Nov 17, 1995 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts