Capri Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.59% (-8.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4545 | 2.75 | |
| 0.1445 | 3.01 | |
| 0.5302 | 5.28 | |
| -0.1671 | -0.30 | |
| 1.0412 | 1.21 | |
| -1.5715 | -2.08 | |
| 0.9994 | 1.41 | |
| -0.2031 | -0.36 | |
| -0.3439 | -0.66 | |
| 0.4737 | 1.04 | |
| -0.6776 | -1.36 | |
| 1.0683 | 2.07 | |
| -0.9371 | -2.09 |
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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