V-Lab: adidas AG Spline-GARCH Volatility Analysis

V-Lab

adidas AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:25.69% (-0.42%)

Analysis last updated: Saturday, June 21, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9451	10.26
$α$	0.0658	5.20
$β$	0.8255	23.27
$γ_{1}$	-0.0246	-0.82
$γ_{2}$	-0.0344	-0.73
$γ_{3}$	0.1615	4.26
$γ_{4}$	-0.1804	-4.77
$γ_{5}$	0.1226	3.58
$γ_{6}$	-0.0635	-1.88
$γ_{7}$	0.0487	0.99
$γ_{8}$	-0.1115	-1.27

Estimation Period:
Nov 17, 1995 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts