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V-Lab

Monte Carlo Fashions Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (-3.59%)
Analysis last updated: Saturday, February 7, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Monte Carlo Fashions Ltd SGARCH
paramt-stat
ω0.91513.31
α0.16484.78
β0.29862.36
γ1-0.9174-1.16
γ21.90881.79
γ3-2.1279-3.65
γ42.44394.52
γ5-2.2295-3.58
γ61.55792.34
γ7-1.5257-2.38
γ81.46502.18
γ9-0.6126-0.90
γ10-0.1273-0.18
Estimation Period:
Dec 19, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts