V-Lab: Fossil Group Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Fossil Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:121.00% (+9.36%)

Analysis last updated: Monday, May 20, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8989	4.91
$α$	0.2405	5.17
$β$	0.5505	10.21
$γ_{1}$	-0.1107	-0.92
$γ_{2}$	0.1554	0.92
$γ_{3}$	-0.1024	-1.03
$γ_{4}$	0.1120	1.17
$γ_{5}$	-0.0550	-0.76
$γ_{6}$	-0.0432	-0.67
$γ_{7}$	0.1365	1.74
$γ_{8}$	-0.1310	-1.12
$γ_{9}$	0.0065	0.06
$γ_{10}$	0.0438	0.67

Estimation Period:
Apr 9, 1993 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts