Fila SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.70% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 10.75 | |
| 0.1508 | 14.00 | |
| 0.8953 | 82.30 | |
| 0.0009 | 0.08 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
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