Capri Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.44% (-7.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2660 | 8.20 | |
| 0.1614 | 12.12 | |
| 0.5934 | 21.78 |
Estimation Period:
Jan 7, 2019 to Feb 6, 2026
Jan 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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