Moncler SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2446 | 3.39 | |
| 0.0760 | 3.08 | |
| 0.6829 | 6.23 | |
| 0.7341 | 1.54 | |
| -1.4730 | -2.35 | |
| 1.5185 | 4.59 | |
| -1.0704 | -3.15 | |
| 0.0723 | 0.20 | |
| 0.6370 | 1.95 | |
| -0.9738 | -3.08 | |
| 1.1399 | 2.59 | |
| -1.3609 | -2.20 |
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Dec 16, 2013 to Feb 6, 2026
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