V-Lab: Burberry Group PLC Asy. MEM Volatility Analysis

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V-Lab

Burberry Group PLC Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:33.18% (-0.81%)

Analysis last updated: Thursday, April 18, 2024 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1418	22.30
$α$	0.1431	30.70
$β$	0.8027	225.23
$γ$	0.0542	6.19

Estimation Period:
Jul 12, 2002 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts