V-Lab: Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.34% (-1.01%)

Analysis last updated: Saturday, April 20, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5542	6.26
$α$	0.1072	5.84
$β$	0.7740	20.11
$γ_{1}$	-0.0272	-0.21
$γ_{2}$	0.4192	2.06
$γ_{3}$	-0.7358	-4.76
$γ_{4}$	0.5465	3.61
$γ_{5}$	-0.4716	-2.51
$γ_{6}$	0.5270	3.09
$γ_{7}$	-0.3399	-2.58
$γ_{8}$	0.1242	0.85
$γ_{9}$	-0.1330	-0.92
$γ_{10}$	0.1367	1.35

Estimation Period:
Jul 11, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts