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Moncler SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.70% (-0.28%)
Analysis last updated: Sunday, February 8, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moncler SpA S0GARCH
paramt-stat
ω1.24143.35
α0.08173.20
β0.67386.44
γ10.71001.47
γ2-1.4327-2.26
γ31.49294.46
γ4-1.0614-3.10
γ50.08780.25
γ60.58061.78
γ7-0.8355-2.86
γ80.80952.40
γ9-0.4530-1.68
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts