Capri Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.34% (-7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7525 | 7.03 | |
| 0.0478 | 4.33 | |
| 0.6391 | 23.06 | |
| 0.2496 | 4.37 |
Estimation Period:
Jan 7, 2019 to Feb 6, 2026
Jan 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capri Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities