Esprit Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.60% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9255 | 5.75 | |
| 0.1937 | 6.59 | |
| 0.6837 | 16.00 | |
| 0.1391 | 2.40 | |
| -0.2716 | -3.03 | |
| 0.1472 | 1.94 | |
| 0.0479 | 0.53 | |
| -0.0823 | -0.79 | |
| -0.0170 | -0.17 | |
| 0.0830 | 1.00 | |
| -0.0384 | -0.45 | |
| -0.0170 | -0.19 | |
| -0.0077 | -0.12 |
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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