Fila SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.20% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5255 | 13.06 | |
| 0.0816 | 5.88 | |
| 0.7783 | 55.68 | |
| -0.0133 | -0.68 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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