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

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V-Lab

Fila Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.30% (+0.45%)

Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0679	9.97
$α$	0.0271	8.78
$β$	0.9493	280.78
$γ$	0.0225	2.45

Estimation Period:
Sep 28, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts