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

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V-Lab

Fila Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.62% (-0.52%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9332	4.73
$α$	0.0503	2.69
$β$	0.8015	13.97
$γ_{1}$	-0.7240	-2.95
$γ_{2}$	1.3553	3.97
$γ_{3}$	-1.1096	-5.41
$γ_{4}$	0.9681	4.63
$γ_{5}$	-0.7744	-3.45
$γ_{6}$	0.2840	1.25
$γ_{7}$	-0.1023	-0.36
$γ_{8}$	0.1436	0.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts