Monte Carlo Fashions Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.57% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9253 | 3.34 | |
| 0.1643 | 4.79 | |
| 0.3002 | 2.38 | |
| -0.8618 | -1.09 | |
| 1.8153 | 1.71 | |
| -2.0553 | -3.53 | |
| 2.3790 | 4.39 | |
| -2.1773 | -3.49 | |
| 1.5240 | 2.29 | |
| -1.5134 | -2.38 | |
| 1.4863 | 2.26 | |
| -0.6988 | -1.11 | |
| 0.1104 | 0.27 |
Estimation Period:
Dec 19, 2014 to Feb 6, 2026
Dec 19, 2014 to Feb 6, 2026
News Impact Curve
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