Fila SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.04% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0742 | 8.64 | |
| 0.7258 | 18.17 | |
| -0.0057 | -0.46 | |
| 0.2043 | 0.21 | |
| 0.0244 | 0.23 | |
| 0.9188 | 2.38 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
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