Esprit Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.53% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4793 | 17.51 | |
| 0.1484 | 19.40 | |
| 0.8337 | 177.05 | |
| -0.0221 | -1.70 |
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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