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 Thursday, May 9th, 2024:29.21% (+3.29%)

Analysis last updated: Thursday, May 9, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9345	4.76
$α$	0.0501	2.68
$β$	0.8016	13.95
$γ_{1}$	-0.7184	-2.95
$γ_{2}$	1.3462	3.98
$γ_{3}$	-1.1048	-5.44
$γ_{4}$	0.9684	4.69
$γ_{5}$	-0.7819	-3.53
$γ_{6}$	0.2955	1.31
$γ_{7}$	-0.1145	-0.41
$γ_{8}$	0.1733	0.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts