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

V-Lab

adidas AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:48.34% (-0.96%)

Analysis last updated: Wednesday, April 16, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9450	9.83
$α$	0.0623	5.27
$β$	0.8451	25.61
$γ_{1}$	-0.0279	-0.88
$γ_{2}$	-0.0277	-0.56
$γ_{3}$	0.1526	3.85
$γ_{4}$	-0.1676	-4.30
$γ_{5}$	0.1073	3.11
$γ_{6}$	-0.0449	-1.29
$γ_{7}$	0.0148	0.34
$γ_{8}$	-0.0159	-0.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts