Capri Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.65% (-8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2797 | 12.55 | |
| 0.1363 | 17.22 | |
| 0.6387 | 38.26 |
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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