V-Lab: Fila Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fila Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.02% (-0.31%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9355	4.72
$α$	0.0504	2.70
$β$	0.8028	14.23
$γ_{1}$	-0.7201	-2.91
$γ_{2}$	1.3485	3.92
$γ_{3}$	-1.1037	-5.33
$γ_{4}$	0.9619	4.55
$γ_{5}$	-0.7694	-3.42
$γ_{6}$	0.2915	1.34
$γ_{7}$	-0.1456	-0.63
$γ_{8}$	0.2814	1.47

Estimation Period:
Sep 28, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts