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V-Lab

Esprit Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.24% (-0.60%)
Analysis last updated: Saturday, February 7, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Esprit Holdings Ltd SGARCH
paramt-stat
ω0.96946.06
α0.20066.47
β0.667715.12
γ10.16342.92
γ2-0.3073-3.54
γ30.16362.20
γ40.04270.48
γ5-0.0818-0.80
γ6-0.0223-0.23
γ70.09641.19
γ8-0.0598-0.70
γ90.02540.26
γ10-0.1176-0.81
Estimation Period:
Dec 9, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts