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V-Lab

Moncler SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (-0.36%)
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 SGARCH
paramt-stat
ω1.24463.39
α0.07603.08
β0.68296.23
γ10.73411.54
γ2-1.4730-2.35
γ31.51854.59
γ4-1.0704-3.15
γ50.07230.20
γ60.63701.95
γ7-0.9738-3.08
γ81.13992.59
γ9-1.3609-2.20
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts