Moncler SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.13% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0184 | 3.88 | |
| 0.0515 | 2.35 | |
| 0.7440 | 6.54 | |
| 0.6113 | 1.32 | |
| -1.3467 | -2.21 | |
| 1.4633 | 4.72 | |
| -0.8993 | -2.88 | |
| -0.1455 | -0.43 | |
| 0.8056 | 2.43 | |
| -1.1601 | -3.74 | |
| 1.2824 | 4.08 | |
| -0.8342 | -3.63 |
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Dec 16, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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