Capri Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.19% (-8.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4502 | 2.70 | |
| 0.1544 | 3.00 | |
| 0.5184 | 5.23 | |
| -0.2083 | -0.37 | |
| 1.1118 | 1.29 | |
| -1.6200 | -2.15 | |
| 1.0268 | 1.45 | |
| -0.2071 | -0.37 | |
| -0.3839 | -0.73 | |
| 0.6146 | 1.37 | |
| -1.0052 | -2.07 | |
| 1.6994 | 2.16 | |
| -2.3961 | -1.42 |
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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