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V-Lab

Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.61% (-0.71%)
Analysis last updated: Saturday, February 21, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burberry Group PLC S0GARCH
paramt-stat
ω1.53726.36
α0.11275.56
β0.770920.59
γ10.03970.36
γ20.26691.54
γ3-0.6052-4.66
γ40.42713.73
γ5-0.2555-1.75
γ60.28151.56
γ7-0.1667-1.04
γ8-0.0911-0.67
γ90.23592.11
γ10-0.2082-2.68
Estimation Period:
Jul 11, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts