Esprit Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.90% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2589 | 22.57 | |
| 0.5616 | 33.17 | |
| -0.0758 | -4.99 | |
| 0.0507 | 2.71 | |
| 0.0181 | 3.62 | |
| 0.9781 | 170.13 |
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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