Esprit Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.98% (+6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.2922 | 3.74 | |
| 0.0863 | 43.37 | |
| 0.9884 | 317.61 | |
| 3.7593 | 19.60 |
Estimation Period:
Dec 9, 1993 to Feb 13, 2026
Dec 9, 1993 to Feb 13, 2026
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