Esprit Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.24% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9694 | 6.06 | |
| 0.2006 | 6.47 | |
| 0.6677 | 15.12 | |
| 0.1634 | 2.92 | |
| -0.3073 | -3.54 | |
| 0.1636 | 2.20 | |
| 0.0427 | 0.48 | |
| -0.0818 | -0.80 | |
| -0.0223 | -0.23 | |
| 0.0964 | 1.19 | |
| -0.0598 | -0.70 | |
| 0.0254 | 0.26 | |
| -0.1176 | -0.81 |
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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