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Esprit Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.60% (-0.52%)
Analysis last updated: Saturday, February 7, 2026 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Esprit Holdings Ltd S0GARCH
paramt-stat
ω0.92555.75
α0.19376.59
β0.683716.00
γ10.13912.40
γ2-0.2716-3.03
γ30.14721.94
γ40.04790.53
γ5-0.0823-0.79
γ6-0.0170-0.17
γ70.08301.00
γ8-0.0384-0.45
γ9-0.0170-0.19
γ10-0.0077-0.12
Estimation Period:
Dec 9, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts