Moncler SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.14% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 10.38 | |
| 0.0017 | 1.14 | |
| 0.9526 | 310.00 | |
| 0.0530 | 10.54 |
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Dec 16, 2013 to Feb 6, 2026
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