Capri Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.71% (-8.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8983 | 2.95 | |
| 0.1670 | 3.96 | |
| 0.5606 | 6.29 | |
| 3.1016 | 0.94 | |
| -4.7198 | -0.89 | |
| 1.8558 | 0.65 | |
| -0.8134 | -0.49 | |
| 2.8513 | 1.14 | |
| -7.3727 | -2.33 | |
| 11.8387 | 5.36 | |
| -11.3828 | -5.56 | |
| 5.9040 | 3.28 |
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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