Moncler SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.70% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 7.90 | |
| 0.0719 | 15.49 | |
| 0.9793 | 493.59 | |
| -0.0442 | -10.19 |
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Dec 16, 2013 to Feb 6, 2026
News Impact Curve
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