Fila Spa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.78% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1709 | 13.71 | |
| 0.1862 | 20.06 | |
| 0.8988 | 115.24 | |
| 0.0164 | 1.58 |
Estimation Period:
May 28, 2015 to Feb 13, 2026
May 28, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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