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Monno Fabrics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:35.10% (-5.05%)
Analysis last updated: Friday, February 6, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Monno Fabrics S0GARCH
paramt-stat
ω6.78871.67
α0.34983.30
β0.64876.17
γ10.65050.45
γ2-1.0573-0.50
γ32.32040.75
γ4-17.6137-0.68
γ524.42270.36
γ619.00060.29
γ7-56.0116-2.39
γ834.02148.99
Estimation Period:
Aug 29, 2003 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts