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 29th, 2024:26.33% (-0.52%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9380	4.77
$α$	0.0502	2.68
$β$	0.8026	14.15
$γ_{1}$	-0.7131	-2.92
$γ_{2}$	1.3376	3.93
$γ_{3}$	-1.0981	-5.36
$γ_{4}$	0.9613	4.61
$γ_{5}$	-0.7750	-3.49
$γ_{6}$	0.2982	1.39
$γ_{7}$	-0.1459	-0.65
$γ_{8}$	0.2774	1.48

Estimation Period:
Sep 28, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts