Monte Carlo Fashions Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9151 | 3.31 | |
| 0.1648 | 4.78 | |
| 0.2986 | 2.36 | |
| -0.9174 | -1.16 | |
| 1.9088 | 1.79 | |
| -2.1279 | -3.65 | |
| 2.4439 | 4.52 | |
| -2.2295 | -3.58 | |
| 1.5579 | 2.34 | |
| -1.5257 | -2.38 | |
| 1.4650 | 2.18 | |
| -0.6126 | -0.90 | |
| -0.1273 | -0.18 |
Estimation Period:
Dec 19, 2014 to Feb 6, 2026
Dec 19, 2014 to Feb 6, 2026
News Impact Curve
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