V-Lab
V-Lab

Fila Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:26.72% (-0.67%)

Analysis last updated: Wednesday, March 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fila Holdings Corp S0GARCH
paramt-stat
ω0.93164.65
α0.05052.71
β0.804314.40
γ1-0.7318-2.89
γ21.36633.89
γ3-1.1111-5.27
γ40.95834.42
γ5-0.7509-3.26
γ60.26591.20
γ7-0.1222-0.52
γ80.26221.33
Estimation Period:
Sep 28, 2010 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts