Esprit Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.37% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2099 | 12.52 | |
| 0.2802 | 35.80 | |
| 0.9202 | 128.05 | |
| 0.0187 | 2.45 |
Estimation Period:
Dec 9, 1993 to Feb 6, 2026
Dec 9, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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