Monno Fabrics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:35.10% (-5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7887 | 1.67 | |
| 0.3498 | 3.30 | |
| 0.6487 | 6.17 | |
| 0.6505 | 0.45 | |
| -1.0573 | -0.50 | |
| 2.3204 | 0.75 | |
| -17.6137 | -0.68 | |
| 24.4227 | 0.36 | |
| 19.0006 | 0.29 | |
| -56.0116 | -2.39 | |
| 34.0214 | 8.99 |
Estimation Period:
Aug 29, 2003 to Feb 5, 2026
Aug 29, 2003 to Feb 5, 2026
News Impact Curve
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