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V-Lab

Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:27.28% (-0.62%)

Analysis last updated: Thursday, March 28, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burberry Group PLC S0GARCH
paramt-stat
ω1.58506.38
α0.10875.87
β0.771620.02
γ1-0.0182-0.14
γ20.40962.01
γ3-0.7329-4.72
γ40.54363.56
γ5-0.4733-2.52
γ60.53093.15
γ7-0.3433-2.62
γ80.13130.89
γ9-0.1413-0.96
γ100.13981.36
Estimation Period:
Jul 11, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts