Burberry Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.08% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1925 | 14.47 | |
| 0.0769 | 10.38 | |
| 0.8650 | 148.09 | |
| 0.0489 | 4.91 |
Estimation Period:
Jul 11, 2002 to Feb 20, 2026
Jul 11, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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