Capri Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.35% (-7.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7483 | 2.65 | |
| 0.1747 | 3.76 | |
| 0.5367 | 5.31 | |
| 0.4510 | 0.12 | |
| 1.2371 | 0.23 | |
| -5.1696 | -2.42 | |
| 6.0160 | 2.54 | |
| -3.6129 | -1.16 | |
| 1.9805 | 0.49 | |
| -4.8348 | -0.96 | |
| 12.0908 | 2.57 | |
| -16.5334 | -4.67 | |
| 15.6465 | 3.70 |
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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