V-Lab
Burberry Group PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:29.89% (-1.65%)
Analysis last updated: Thursday, April 18, 2024 at 06:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2183 | 13.60 | |
| 0.1080 | 22.73 | |
| 0.8425 | 150.10 | |
| 0.5161 | 8.52 |
Estimation Period:
Jul 11, 2002 to Apr 12, 2024
Jul 11, 2002 to Apr 12, 2024
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