Capri Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.14% (-14.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0642 | 12.40 | |
| 0.1515 | 21.62 | |
| 0.6041 | 39.62 | |
| 1.7143 | 7.76 |
Estimation Period:
Dec 15, 2011 to Feb 6, 2026
Dec 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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