V-Lab
Burberry Group PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:31.41% (-0.43%)
Analysis last updated: Wednesday, April 17, 2024 at 01:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 3.66 | |
| 0.0623 | 17.43 | |
| 0.9898 | 642.72 | |
| -0.0391 | -10.92 |
Estimation Period:
Jul 11, 2002 to Apr 12, 2024
Jul 11, 2002 to Apr 12, 2024
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