Moncler SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.71% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 8.52 | |
| 0.0000 | 0.00 | |
| 0.9401 | 204.16 | |
| 0.0708 | 10.06 |
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Dec 16, 2013 to Feb 6, 2026
News Impact Curve
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