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 Monday, April 22nd, 2024:25.20% (-0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9378	4.76
$α$	0.0503	2.69
$β$	0.8024	14.17
$γ_{1}$	-0.7132	-2.92
$γ_{2}$	1.3378	3.93
$γ_{3}$	-1.0985	-5.36
$γ_{4}$	0.9618	4.60
$γ_{5}$	-0.7760	-3.49
$γ_{6}$	0.3006	1.40
$γ_{7}$	-0.1506	-0.66
$γ_{8}$	0.2844	1.49

Estimation Period:
Sep 28, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts