Capri Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.31% (-13.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2330 | 13.72 | |
| 0.0536 | 9.10 | |
| 0.6411 | 41.92 | |
| 0.1789 | 5.40 |
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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